An application of arbitrage pricing theory to futures markets: Tests of normal backwardation
| Year of publication: |
1987
|
|---|---|
| Authors: | Ehrhardt, Michael C. ; Jordan, James V. ; Walkling, Ralph A. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 7.1987, 1, p. 21-34
|
| Publisher: |
John Wiley & Sons, Ltd. |