Barry E. Feldman

IMCI, LLC

1 South Dearborn

Chicago, IL 60603

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 18,958

SSRN RANKINGS

Top 18,958

in Total Papers Downloads

3,715

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance: Evidence from Soy, Corn and Wheat Futures from 1950 to 2004

Number of pages: 30 Posted: 30 Mar 2006
Barry E. Feldman, Hilary Till and Hilary Till
IMCI, LLC and J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 2,081 (10,256)
Citation 6

Abstract:

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Backwardation, commodities, corn, futures, mean reversion, roll yield, rolll return, soybeans, wheat

2.

Relative Importance and Value

Number of pages: 22 Posted: 24 Apr 2013
Barry E. Feldman
IMCI, LLC
Downloads 1,085 (27,855)
Citation 18

Abstract:

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Attribution, joint effects, random order model, relative importance, Shapley value, proportional value and variance decomposition

3.

A Theory of Attribution

Number of pages: 31 Posted: 25 May 2007
Barry E. Feldman
IMCI, LLC
Downloads 267 (156,786)
Citation 1

Abstract:

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attribution, coalition formation, consistency, cost allocation, joint costs, joint effects, proportional value, random order model, relative importance, restricted potential, Shapley value, variance decomposition

4.

A Dual Model of Cooperative Value

Number of pages: 33 Posted: 28 Jun 2002
Barry E. Feldman
IMCI, LLC
Downloads 235 (177,650)

Abstract:

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Value, Power, Cooperative Games, Bargaining, Translation Invariance, Potential

5.

Lost in Translation? Basis Utility and Proportionality in Games

Number of pages: 21 Posted: 01 Aug 2005
Barry E. Feldman
IMCI, LLC
Downloads 47 (526,541)

Abstract:

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Basis utility, equal split, Kalai-Smorodinsky solution, Nash bargaining, quantal response equilibria, proportional bargaining, translation invariance