An investigation of commodity futures prices using the consumption based intertemporal capital asset pricing model
By: by Ravi Jagannathan
Series: Working paper series -- CSFM-65; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-65.
Publisher: [Columbia Business School, Center for the Study of Futures Markets]
Published: 1983
Place of publication: [New York]
Language: eng
Number of pages: 30
Notes: Bibliography: p. 27-30.