## Abstract This study presents nonparametric estimates of spectral risk measures (SRM) applied to long and short positions in five prominent equity futures contracts. It also compares these to estimates of two popular alternative measures, the ValueβatβRisk and Expected Shortfall. The SRMs are con
β¦ LIBER β¦
Estimation of production risk and risk preference function: a nonparametric approach
β Scribed by Subal C. Kumbhakar; Efthymios G. Tsionas
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 334 KB
- Volume
- 176
- Category
- Article
- ISSN
- 0254-5330
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