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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
Includes bibliographical references (leaves 128-135).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Management Studies
2014
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| _version_ | 1867613224524840960 |
|---|---|
| access_status_str | Open Access |
| author | Dagan, Liat |
| author2 | Hugh, S |
| author_browse | Dagan, Liat Hugh, S |
| author_facet | Hugh, S Dagan, Liat |
| author_sort | Dagan, Liat |
| collection | Thesis |
| description | Includes bibliographical references (leaves 128-135). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5883 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:44.899Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5883 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 Dagan, Liat Hugh, S S, Brian Management Studies Includes bibliographical references (leaves 128-135). 2014-07-31T12:37:02Z 2014-07-31T12:37:02Z 2005 Master Thesis Masters MCom http://hdl.handle.net/11427/5883 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Management Studies Dagan, Liat 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 |
| thesis_degree_str | Master's |
| title | 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 |
| title_full | 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 |
| title_fullStr | 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 |
| title_full_unstemmed | 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 |
| title_short | 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 |
| title_sort | 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 |
| topic | Management Studies |
| url | http://hdl.handle.net/11427/5883 |
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