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
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.description.abstract | Includes bibliographical references (leaves 128-135). | en_ZA |
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.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.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 |
dc.identifier.uri | http://hdl.handle.net/11427/5883 | |
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.language.iso | eng | en_ZA |
dc.publisher.department | School of Management Studies | en_ZA |
dc.publisher.faculty | Faculty of Commerce | en_ZA |
dc.publisher.institution | University of Cape Town | |
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 | |
dc.type.qualificationlevel | Masters | |
dc.type.qualificationname | MCom | en_ZA |
uct.type.filetype | Text | |
uct.type.filetype | Image | |
uct.type.publication | Research | en_ZA |
uct.type.resource | Thesis | en_ZA |
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