PT - JOURNAL ARTICLE AU - David M. Modest TI - On the pricing of stock index futures AID - 10.3905/jpm.1984.408973 DP - 1984 Jul 31 TA - The Journal of Portfolio Management PG - 51--57 VI - 10 IP - 4 4099 - https://pm-research.com/content/10/4/51.short 4100 - https://pm-research.com/content/10/4/51.full