Investor preferences for oil spot and futures based on mean-variance and stochastic dominance

HH Lean, Michael McAleer, W-K Wong

Research output: Working paperAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages32
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-37

Research programs

  • EUR ESE 31

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