MARGINAL CONDITIONAL STOCHASTIC DOMINANCE, STATISTICAL INFERENCE, AND MEASURING PORTFOLIO PERFORMANCE
Author:
Affiliation:
1. West Virginia University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2001.tb00769.x/fullpdf
Reference23 articles.
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2. Stochastic dominance: A research bibliography;Anderson;Management Science,1982
3. Testing for marginal changes in income distributions with Lorenz and concentration curves;Bishop;International Economic Review,1994
4. The structure of investor preferences and asset returns and separability in portfolio allocation: A contribution to the pure theory of mutual funds;Cass;Journal of Economic Theory,1970
5. A simple multiple variance ratio test;Chow;Journal of Econometrics,1993
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