Dagan, L., & Hugh, S. (2014). The risk premium in commodity futures pricing: From Keynes' (1930) theory of normal backwardation to Dusak's (1973) futures capital asset pricing model : a literature review and an empirical study of risk premia in precious metals futures. School of Management Studies.
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Chicago Style (17th ed.) Citation
Dagan, Liat, and S. Hugh. The Risk Premium in Commodity Futures Pricing: From Keynes' (1930) Theory of Normal Backwardation to Dusak's (1973) Futures Capital Asset Pricing Model : A Literature Review and an Empirical Study of Risk Premia in Precious Metals Futures. School of Management Studies, 2014.
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MLA (9th ed.) Citation
Dagan, Liat, and S. Hugh. The Risk Premium in Commodity Futures Pricing: From Keynes' (1930) Theory of Normal Backwardation to Dusak's (1973) Futures Capital Asset Pricing Model : A Literature Review and an Empirical Study of Risk Premia in Precious Metals Futures. School of Management Studies, 2014.
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Warning: These citations may not always be 100% accurate.