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~institution:"Tinbergen Instituut"
~subject:"leverage and asymmetry"
~subject:"Stochastic dominance"
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leverage and asymmetry
Stochastic dominance
Stochastic Dominance
2
stochastic dominance
2
Algorithms
1
Convexity
1
Diversification
1
Efficiency
1
Efficient Portfolios
1
Risk Aversion
1
Stochastic volatility
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divided governments
1
fat tails
1
fractional integration
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futures market
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futures prices
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inherent dominance
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inherent efficiency
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inherent reward
1
inherent risk
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mean-variance
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option pricing dynamics
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risk averter
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risk seeker
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spot market
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switching volatility
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variance risk premium
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McAleer, Michael
2
Chang, Chia-Lin
1
Lean, Hooi Hooi
1
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Tinbergen Instituut
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
8
Department of Economics and Finance, College of Business and Economics
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Departamento de Economía, Universidad Carlos III de Madrid
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Barcelona Graduate School of Economics (Barcelona GSE)
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute of Economic Research, Kyoto University
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Cowles Foundation for Research in Economics, Yale University
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Research Institute for Economics and Business Administration, Kobe University
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Statistisk Sentralbyrå, Government of Norway
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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Université Paris-Dauphine (Paris IX)
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Agricultural and Applied Economics Association - AAEA
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Banco de México
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Carleton University, Department of Economics
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Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
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Center for Sundhedsøkonomisk Forskning (COHERE), Institut for Virksomhedsledelse og Økonomi
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China Economics and Management Academy, Central University of Finance and Economics (CUFE)
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1
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1
Econometric Analysis of Financial Derivatives: An Overview
Chang, Chia-Lin
;
McAleer, Michael
-
Tinbergen Instituut
-
2014
dynamics in commodity spot and futures markets, a
stochastic
dominance
approach to financial risk management strategies …
Persistent link: https://www.econbiz.de/10011256249
Saved in:
2
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
Lean, Hooi Hooi
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
-variance (MV) criterion and
stochastic
dominance
(SD) approach. The MV findings cannot distinguish between the preferences of spot …
Persistent link: https://www.econbiz.de/10011256736
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