TIME DIVERSIFICATION AND STOCHASTIC DOMINANCE

Research in Finance ◽

10.1016/s0196-3821(04)21001-2 ◽

2004 ◽

pp. 1-15

Author(s):

Charles W. Hodges ◽

Haim Levy ◽

James A. Yoder

Keyword(s):

Stochastic Dominance ◽

Time Diversification

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Time Diversification and Security Preferences: A Stochastic Dominance Analysis

10.2469/dig.v27.n3.116 ◽

1997 ◽

Vol 27 (3) ◽

pp. 42-44

Author(s):

Laurie Effron

Keyword(s):

Stochastic Dominance ◽

Dominance Analysis ◽

Time Diversification

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Time diversification and security preferences: A stochastic dominance analysis

Review of Quantitative Finance and Accounting ◽

10.1007/bf00245255 ◽

1996 ◽

Vol 7 (3) ◽

pp. 289-298 ◽

Author(s):

Charles W. Hodges ◽

James A. Yoder

Keyword(s):

Stochastic Dominance ◽

Dominance Analysis ◽

Time Diversification

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Econometric Analysis of Stochastic Dominance

10.1017/9781108602204 ◽

2019 ◽

Author(s):

Yoon-Jae Whang

Keyword(s):

Stochastic Dominance ◽

Econometric Analysis

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Goal-Based Investing with Stochastic Dominance in Defined Contribution Plans

Journal of Insurance and Finance ◽

10.23842/jif.2017.28.4.003 ◽

2017 ◽

Vol 28 (4) ◽

pp. 99-126

Author(s):

Yongtae Kim ◽

정도영 ◽

Joo-Ho Sung

Keyword(s):

Stochastic Dominance ◽

Defined Contribution ◽

Defined Contribution Plans

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Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach

10.2469/dig.v28.n2.256 ◽

1998 ◽

Vol 28 (2) ◽

pp. 14-15

Author(s):

Laurie Effron

Keyword(s):

Stochastic Dominance ◽

Stock Prices ◽

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Market Inefficiency

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A Rational for the Payback Criterion: An Application of Almost Stochastic Dominance to Capital Budgeting

SSRN Electronic Journal ◽

10.2139/ssrn.1299584 ◽

2008 ◽

Author(s):

Hermann Jahnke ◽

Dirk Simons

Keyword(s):

Stochastic Dominance ◽

Capital Budgeting ◽

Almost Stochastic Dominance

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Stochastic Dominance Efficiency Analysis of Diversified Portfolios: A Unified Methodological Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1372089 ◽

2009 ◽

Author(s):

Andrey Lizyayev ◽

Timo Kuosmanen

Keyword(s):

Stochastic Dominance ◽

Efficiency Analysis ◽

Methodological Framework

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Time Diversification and Financial Forecasts for Bond and Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1475964 ◽

2009 ◽

Author(s):

Giampaolo Gabbi

Keyword(s):

Equity Markets ◽

Time Diversification

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Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1546355 ◽

2010 ◽

Author(s):

Zhuo Qiao ◽

Christian de Peretti ◽

Chia-Ying Chan ◽

Wing-Keung Wong

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Stochastic Dominance ◽

Empirical Test ◽

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Comparing Low Income of Canada's Regions: A Stochastic Dominance Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1616323 ◽

2008 ◽

Author(s):

Wen-Hao Chen

Keyword(s):

Stochastic Dominance

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