Saqib A. Khan

affiliation not provided to SSRN

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Expected Commodity Futures Returns

Number of pages: 23 Posted: 28 Mar 2008
Saqib A. Khan, Zeigham Khokher and Timothy T. Simin
affiliation not provided to SSRN, Tulane University and Pennsylvania State University
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Citation 8

Abstract:

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commodity futures pricing, multifactor models, conditional asset pricing