Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
Year of publication: |
2013-09-10
|
---|---|
Authors: | Lean, Hooi Hooi ; McAleer, Michael ; Wong, Wing-Keung |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Stochastic dominance | mean-variance | risk averter | risk seeker | futures market | spot market |
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Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
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Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
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