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Residual Risk, Trading Costs, and Commodity Futures Risk Premia:

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References

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1980Risk and Return in Commodity Futures416 cited
1975THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS378 cited
1976Asset Markets and the Cost of Capital

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347 cited

1982Optimal Managerial Contracts and Equilibrium Security Prices285 cited

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1993Macroeconomic Influences and the Variability of the Commodity Futures Basis138 cited
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2013Speculation and Hedging in Segmented Markets124 cited
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2013The Financialization of Commodity Markets119 cited
2007Strategic Spot Trading in Supply Chains116 cited
2012Industry‐Specific Human Capital, Idiosyncratic Risk, and the Cross‐Section of Expected Stock Returns105 cited
1988Risk, Futures Pricing, and the Organization of Production in Commodity Markets100 cited