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Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach

Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper718
Available onlineOther Libraries in Japan
  • Subject HeadingStochastic dominance risk averter oil futures market market eff...

Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance

Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
Digital文書・図像類
Lean, Hooi Hooi, McAleer, Michael, Wong, Wing-KeungInstitute of Economic Research, Kyoto University2011-01KIER Discussion Paper755
Available onlineOther Libraries in Japan
  • Subject HeadingStochastic dominance risk averter risk seeker futures market sp...

Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance

Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
Paper文書・図像類
Lean, Hooi Hooi, McAleer, Michael, Wong, Wing-Keung日本経済国際共同センター2010-05Discussion paper series. CIRJE-FCIRJE-F-744
Other Libraries in Japan
  • Subject HeadingStochastic dominance risk averter risk seeker futures market sp...

Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach

Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach
Paper文書・図像類
Lean, Hooi Hooi, McAleer, Michael, Wong, Wing-Keung日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-705
Other Libraries in Japan
  • Subject HeadingStochastic dominance risk averter risk seeker futures market sp...

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