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.advisorHugh, Sen_ZA
dc.contributor.advisorS, Brianen_ZA
dc.contributor.authorDagan, Liaten_ZA
dc.date.accessioned2014-07-31T12:37:02Z
dc.date.available2014-07-31T12:37:02Z
dc.date.issued2005en_ZA
dc.description.abstractIncludes bibliographical references (leaves 128-135).en_ZA
dc.identifier.apacitationDagan, 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/11427/5883en_ZA
dc.identifier.chicagocitationDagan, 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/11427/5883en_ZA
dc.identifier.citationDagan, 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.urihttp://hdl.handle.net/11427/5883
dc.identifier.vancouvercitationDagan 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/11427/5883en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherManagement Studiesen_ZA
dc.titleThe 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 futuresen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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