Regret-aversion over different maturities: Application to energy futures markets
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DOI: 10.1016/j.econlet.2024.111812
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- Makram Bellalah & Amine Ben Amar & Ephraim Clark, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Post-Print hal-04675525, HAL.
References listed on IDEAS
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More about this item
Keywords
Regret; Portfolio selection; Energy futures markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G40 - Financial Economics - - Behavioral Finance - - - General
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