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Systematic skewness in futures contracts · Study

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ArticleSystematic skewness in futures contracts

Joan C. Junkus1991

Article1991

Systematic skewness in futures contracts

17 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums 1960Returns to Speculators: Telser versus Keynes 1980Co-Skewness and Capital Asset Pricing 1985Returns to Speculators and the Theory of Normal Backwardation 1983Efficient Asset Portfolios and the Theory of Normal Backwardation 1971The Extension of Portfolio Analysis to Three or More Parameters

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Details

Year1991

Typearticle

Published1991-02-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990110103

openalex_workW1998186716

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