TY  - RPRT
AU  - Lean, Hooi Hooi
AU  - McAleer, Michael
AU  - Wong, Wing-Keung
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41502
AB  - This paper examines risk-averse and risk-seeking investor preferences for oil spot and futures prices by using the mean-variance (MV) criterion and stochastic dominance (SD) approach. The MV findings cannot distinguish between the preferences of spot...
LA  - eng
KW  - Stochastic dominance
KW  - Mean-variance
KW  - Risk averter
KW  - Risk seeker
KW  - Futures market
KW  - Spot market.
TI  - Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
TY  - technical report
VL  - 2013
ER  -