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Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
Ewald, Christian Oliver; Haugom, Erik; Kanthan, Leslie; Lien, Gudbrand; Salehi, Pariya; Størdal, Ståle (Peer reviewed; Journal article, 2021-07-31)Futures on fresh farmed salmon traded at the Fish Pool market in Norway are analyzed in the context of the Capital Asset Pricing Model (CAPM) and a corresponding three-factor model where contracts are separated based on ...