Efficient Asset Portfolios and the Theory of Normal Backwardation: A Comment
1984; University of Chicago Press; Volume: 92; Issue: 1 Linguagem: Inglês
10.1086/261215
ISSN1537-534X
Autores Tópico(s)Financial Markets and Investment Strategies
ResumoPrevious articleNext article No AccessCommentsEfficient Asset Portfolios and the Theory of Normal Backwardation: A CommentAlan J. MarcusAlan J. MarcusPDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 92, Number 1Feb., 1984 Article DOIhttps://doi.org/10.1086/261215 Views: 9Total views on this site Citations: 38Citations are reported from Crossref Copyright 1984 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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