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An application of arbitrage pricing theory to futures markets: Tests of normal backwardation
Author(s) -
Ehrhardt Michael C.,
Jordan James V.,
Walkling Ralph A.
Publication year - 1987
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990070104
Subject(s) - futures contract , arbitrage , state (computer science) , library science , management , economics , classics , finance , history , computer science , algorithm