Efficient Asset Portfolios and the Theory of Normal Backwardation
1983; University of Chicago Press; Volume: 91; Issue: 2 Linguagem: Inglês
10.1086/261148
ISSN1537-534X
AutoresColin A. Carter, Gordon C. Rausser, Andrew Schmitz,
Tópico(s)Economic theories and models
ResumoPrevious articleNext article No AccessConfirmations and ContradictionsEfficient Asset Portfolios and the Theory of Normal BackwardationColin A. Carter, Gordon C. Rausser, and Andrew SchmitzColin A. Carter, Gordon C. Rausser, and Andrew SchmitzPDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 91, Number 2Apr., 1983 Article DOIhttps://doi.org/10.1086/261148 Views: 38Total views on this site Citations: 133Citations are reported from Crossref Copyright 1983 The University of ChicagoPDF download Crossref reports the following articles citing this article:Christian-Oliver Ewald, Erik Haugom, Leslie Kanthan, Gudbrand Lien, Pariya Salehi, Ståle Størdal Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model, Aquaculture Economics & Management 26, no.22 (Jul 2021): 171–191.https://doi.org/10.1080/13657305.2021.1958105Ziran Li, Dermot J. 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