Efficient Asset Portfolios and the Theory of Normal Backwardation
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Mundlak, Yair & Rausser, Gordon C., 1979.
"Structural change, parameter variation, and forecasting,"
CUDARE Working Paper Series
0076, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
- Mindlak, Yair & Rausser, Gordon C., 1976. "Structural change, parameter variation, and forecasting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt094565f3, Department of Agricultural & Resource Economics, UC Berkeley.
- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
- Hans R. Stoll, .
"Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium,"
Rodney L. White Center for Financial Research Working Papers
17-79, Wharton School Rodney L. White Center for Financial Research.
- Stoll, Hans R., 1979. "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(04), pages 873-894, November.
- Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
When requesting a correction, please mention this item's handle: RePEc:ucp:jpolec:v:91:y:1983:i:2:p:319-31. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Journals Division)
If references are entirely missing, you can add them using this form.