An application of arbitrage pricing theory to futures markets : tests of normal backwardation
Michael C. Ehrhardt ; James V. Jordan ; Ralph A. Walkling
| Year of publication: |
1987
|
|---|---|
| Authors: | Ehrhardt, Michael C. |
| Other Persons: | Jordan, James V. (contributor) ; Walkling, Ralph A. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 7.1987, 1, p. 21-34
|
| Subject: | CAPM | Arbitrage | Getreide | Grain | Derivat | Derivative | Theorie | Theory | USA | United States | 1972-1980 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001149664