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

 

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dc.contributor.advisor Hugh, S en_ZA
dc.contributor.advisor S, Brian en_ZA
dc.contributor.author Dagan, Liat en_ZA
dc.date.accessioned 2014-07-31T12:37:02Z
dc.date.available 2014-07-31T12:37:02Z
dc.date.issued 2005 en_ZA
dc.identifier.citation Dagan, L. 2005. 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. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/5883
dc.description.abstract Includes bibliographical references (leaves 128-135). en_ZA
dc.language.iso eng en_ZA
dc.subject.other Management Studies en_ZA
dc.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 en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Management Studies en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MCom en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Dagan, L. (2005). <i>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</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/5883 en_ZA
dc.identifier.chicagocitation Dagan, Liat. <i>"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."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2005. http://hdl.handle.net/11427/5883 en_ZA
dc.identifier.vancouvercitation Dagan L. 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]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2005 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5883 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Dagan, Liat AB - Includes bibliographical references (leaves 128-135). DA - 2005 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2005 T1 - 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 TI - 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 UR - http://hdl.handle.net/11427/5883 ER - en_ZA


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