Is the index efficient? A worldwide tour with stochastic dominance-Reference-Cited by-同舟云学术

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Is the index efficient? A worldwide tour with stochastic dominance

Published:2021-06 Issue: Volume: Page:100660
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Kolokolova Olga^ORCID,Le Courtois Olivier,Xu Xia

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

1. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;J. Financial Mark.,2002

2. Performance evaluation of portfolio insurance strategies using stochastic dominance criteria;Annaert;J. Bank. Financ.,2009

3. On determination of stochastic dominance optimal sets;Bawa;J. Finance,1985

4. An efficient algorithm to determine stochastic dominance admissible sets;Bawa;Manage. Sci.,1979

5. On diversification given asymmetry in returns;Conine;J. Finance,1981

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Enhancing betting against beta with stochastic dominance;Journal of Empirical Finance;2024-03

2. Portfolio choice algorithms, including exact stochastic dominance;Journal of Financial Stability;2024-02

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