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Efficient asset portfolios and the theory of normal backwardation

  • Carter, Colin A.
  • Rausser, Gordon C.

    ()

    (University of California, Berkeley. Dept of agricultural and resource economics and policy)

  • Schmitz, Andrew

No abstract is available for this item.

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Paper provided by University of California at Berkeley, Department of Agricultural and Resource Economics and Policy in its series CUDARE Working Paper Series with number 133R.

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Length: 24 pages
Date of creation: 1982
Date of revision:
Handle: RePEc:are:cudare:133r
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References listed on IDEAS
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  1. 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.
  2. 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.
  3. Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
  4. Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
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