Futures Prices in a Production Economy with Investment Constraints
Year of publication: |
2005-08
|
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Authors: | Yaron, Amir ; Kogan, Leonid ; Livdan, Dmitry |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Leonid Kogan, Dmitry Livdan and Amir Yaron. Journal of Finance, 2009, vol. 64, issue 3, pages 1345-1375 Number 11509 |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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