The Theory of Asset Choice: Simultaneous Holding of Short and Long Positions in the Futures Market
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DOI: 10.1086/259743
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- repec:grm:ecoyun:201716 is not listed on IDEAS
- Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt59c8m4x6, Department of Agricultural & Resource Economics, UC Berkeley.
- Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983.
"Efficient Asset Portfolios and the Theory of Normal Backwardation,"
Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 319-331, April.
- Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt59c8m4x6, Department of Agricultural & Resource Economics, UC Berkeley.
- Lioui, Abraham, 1999. "Spreading currency forwards: why and how?," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 305-317, February.
- Sarris, Alexander, 1982. "A Theory of the Bias in Futures Markets of Storable Commodities," CUDARE Working Papers 198223, University of California, Berkeley, Department of Agricultural and Resource Economics.
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