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

Dagan, Liat

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School of Management Studies

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:creator Dagan, Liat

dc:date.issued2005

Abstract

dc:description.abstract

Includes bibliographical references (leaves 128-135).

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thesis:*

Grantor dc:publisher.institution: School of Management Studies
Year dc:date.issued: 2005

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Dagan, Liat
Advisors dc:contributor.advisor: Hugh, S
S, Brian

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Language dc:language.iso: eng

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Handle dc:identifier.uri: http://hdl.handle.net/11427/5883
OAI identifier oai:identifier: oai:open.uct.ac.za:11427/5883

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Harvested from: University of Cape Town
Base URL: open.uct.ac.za/oai/request
Last updated: 2026-07-22
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Dagan, Liat. 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. School of Management Studies, 2005. http://hdl.handle.net/11427/5883

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

Abstract

Degree

Author and committee

Rights

Identifiers

Chain of custody

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