An Application of Arbitrage Pricing Theory to Futures Markets

Tests of Normal Backwardation

by Bharat K. Kaku, James N. Bodurtha, John P. Wanous, Michael C. Ehrhardt, Nicholas George Hall, Patrick Alan Thompson, Rakesh V. Vohra, Roger J. Gagnon, Sven B. Lundstedt, W. C. Benton, W. Wayne Talarzyk, William S. Hopwood, Bruce L. Golden, Frederique Valnet, James McKeown, James V. Jordan, K. Anthony Rhee, Lee J. Krajewski, Sherry E. Sullivan, Soumen Ghosh, Jane Frances Mutchler, Joyce A. Malinak, Ralph August Walkling, WanSoo T. Rhee · 1987

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