Now showing items 1-1 of 1

    • Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 

      Lean, H.H.; McAleer, M.; Wong, W-K. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)
      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 ...