Michael Mack Frankfurter

IQ3 Solutions Group

Partner

PO Box 402

Beverly Hills, CA 90210

United States

http://www.iq3group.com

SCHOLARLY PAPERS

2

DOWNLOADS
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in Total Papers Downloads

1,025

CITATIONS

0

Scholarly Papers (2)

1.

Term Structure and Roll Yield: Not Your Father’s Backwardation

Number of pages: 39 Posted: 17 May 2010 Last Revised: 15 Jun 2010
Michael Mack Frankfurter and Davide Accomazzo
IQ3 Solutions Group and Pepperdine University - Graziadio School of Business
Downloads 627 (27,341)

Abstract:

Arbitrage, Backwardation, Contango, Convenience Yield, Equilibrium, Futures Price Curve, Hedging Pressure, Rational Expectations, Roll Yield, Reflexivity, Term Structure, Theory of Storage

2.

Segmenting Supply Chain Risk Using E/CTRM Systems: Unifying Theory of Commodity Hedging and Arbitrage

Number of pages: 51 Posted: 06 Aug 2012
Michael Mack Frankfurter
IQ3 Solutions Group
Downloads 269 (86,631)

Abstract:

Agribusiness, Arbitrage, Backwardation, Basis Risk, Contango, Cost-of-Carry, Equilibrium, Expectations Theory, Hedging Pressure, Multiple Equilibria, No-Arbitrage Bounds, Supply Chain, Term Structure, Theory of Storage

Other Papers (1)

Total Downloads: 2,264    Citations: 0
1.

Is Managed Futures an Asset Class? The Search for the Beta of Commodity Futures

Number of pages: 55 Posted: 16 Nov 2007 Last Revised: 17 May 2010
Michael Mack Frankfurter and Davide Accomazzo
IQ3 Solutions Group and Pepperdine University - Graziadio School of Business
Downloads 2,234

Abstract:

Futures Market, Commodities, Managed Futures, Backwardation, Contango, Risk Premia, Futures Price Curve, Roll Return, Convenience Yield, Capital Asset Pricing Model (CAPM), Alpha, Beta, Arbitrage Pricing Theory, Hedging Pressure Hypothesis, Rational Expectations, Equilibrium