Efficient asset portfolios and the theory of normal backwardation
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Other versions of this item:
- Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983. "Efficient Asset Portfolios and the Theory of Normal Backwardation," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 319-331, April.
References listed on IDEAS
- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396-396.
- Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
- 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, "undated". "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.
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KeywordsSocial and Behavioral Sciences;
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