The Inconvenience Cost: A Portfolio Approach to Non-Convergence Between Cash and Futures Prices
Year of publication: |
2010-04-29
|
---|---|
Authors: | Adjemian, Michael K. ; Kuethe, Todd H. ; Kunda, Eugene L. |
Subject: | Convergence | Arbitrage | Portfolio Theory | Storage | Agricultural Finance | Financial Economics | Risk and Uncertainty |
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