An application of arbitrage pricing theory to futures markets : tests of normal backwardation
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 |
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