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

Description

Includes bibliographical references (leaves 128-135).

Links & Downloads

1. http://hdl.handle.net/11427/5883

Tags

Management Studies

Additional Fields

Identifer	oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/5883
Date	January 2005
Creators	Dagan, Liat
Contributors	Hugh, S, S, Brian
Publisher	University of Cape Town, Faculty of Commerce, School of Management Studies
Source Sets	South African National ETD Portal
Language	English
Detected Language	English
Type	Master Thesis, Masters, MCom
Format	application/pdf