Moment conditions for fractional degree stochastic dominance-Reference-Cited by-同舟云学术

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Moment conditions for fractional degree stochastic dominance

Published:2022-10 Issue: Volume:49 Page:103241
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Wang Hongxia^ORCID,Zhou Lin,Dai Peng-Fei,Xiong Xiong

Publisher

Elsevier BV

Subject

Finance

Reference29 articles.

1. Stochastic dominance and portfolio analysis;Ali;J. Financ. Econ.,1975

2. Stochastic bounds for reference sets in portfolio analysis;Arvanitis;Manage. Sci.,2021

3. Optimal rules for ordering uncertain prospects;Bawa;J. Financ. Econ.,1975

4. The moment generating function has its moments;Cressie;J. Statist. Plann. Inference,1986

5. The moment generating function and negative integer moments;Cressie;Amer. Statist.,1981

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