An improved criterion for almost marginal conditional stochastic dominance
Author:
Funder
Shenzhen Humanities & Social Sciences Key Research Bases
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11156-023-01235-3.pdf
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4. Chen T-Y, Tsai A-M, Tzeng LY (2022) Revisiting almost marginal conditional stochastic dominance. Q Rev Econ Finance 85(C):260–269
5. Clark E, Kassimatis K (2012) An empirical analysis of marginal conditional stochastic dominance. J Bank Finance 36(4):1144–1151
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