The weekly pattern of commercial paper across different trading-day regimes

DOI10.1080/14697680903358230zbMath1277.91198OpenAlexW2108625942MaRDI QIDQ2866354

Tung Liang Liao, Jian-Hsin Chou, Mei-Chu Ke, Yi-Chein Chiang

Publication date: 13 December 2013

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903358230

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Stochastic Dominance and Expected Utility: Survey and Analysis
• The Efficiency Analysis of Choices Involving Risk

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