Efficient asset portfolios and the theory of normal backwardation
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|Date of creation:||1982|
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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.:
- 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.
- 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.
- 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.
- 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.
- Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
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