Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets
Kin Lam, Hooi Hooi Lean, Wing-Keung Wong
| Year of publication: |
2016
|
|---|---|
| Authors: | Lam, Kin ; Hooi Hooi Lean ; Wong, Wing Keung |
| Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 28.2016, 2, p. 113-135
|
| Subject: | stochastic dominance | stock index futures | risk preference | S-shape utility functions | Hongkong | Hong Kong | Nutzenfunktion | Utility function | Risikopräferenz | Risk attitude | Theorie | Theory | Index-Futures | Index futures | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Risiko | Risk | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011732720