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Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions by T. Randall Fortenbery and Hector O. Zapata Suggested citation format: Fortenbery, T. R., and H. O. Zapata. 1990. “Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

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Page 1: Sensitivity of Risk Premium Analyses to Violations of

Sensitivity of Risk Premium Analyses to Violations of

Distributional Assumptions

by

T. Randall Fortenbery and Hector O. Zapata

Suggested citation format:

Fortenbery, T. R., and H. O. Zapata. 1990. “Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting,and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

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