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On Separation Results in Forward and Futures Markets

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  • Chambers, Robert G.
  • Quiggin, John

Abstract

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Suggested Citation

  • Chambers, Robert G. & Quiggin, John, 1992. "On Separation Results in Forward and Futures Markets," Working Papers 197790, University of Maryland, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:umdrwp:197790
    DOI: 10.22004/ag.econ.197790
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    References listed on IDEAS

    as
    1. Peleg, Bezalel & Yaari, M E, 1975. "A Price Characterization of Efficient Random Variables," Econometrica, Econometric Society, vol. 43(2), pages 283-292, March.
    2. Peleg, Bezalel, 1975. "Efficient random variables," Journal of Mathematical Economics, Elsevier, vol. 2(2), pages 243-252.
    3. Gershon Feder & Richard E. Just & Andrew Schmitz, 1980. "Futures Markets and the Theory of the Firm under Price Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 94(2), pages 317-328.
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    Financial Economics; Marketing;

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