Futures Markets , Bayesian Forecasting and Risk Modeling

@inproceedings{Quintana2009FuturesM,
  title={Futures Markets , Bayesian Forecasting and Risk Modeling},
  author={Jos{\'e} Mario Quintana and Carlos M. Carvalho and James M Scott and Thomas Costigliola and Tony O’Hagan and Mike West},
  year={2009}
}
Applications of the Bayesian approach to risk modeling regarding speculating trading strategies in Futures Markets is discussed in the context of the corresponding concepts of betting and investing, prices and expectations, and coherence and arbitrage-free pricing in the fields of Bayesian methodology and Finance. ∗BEST, LLC, Hoboken, NJ 07030 †Booth School of Business, The University of Chicago ‡Department of Statistical Science, Duke University 
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