MARGINAL CONDITIONAL STOCHASTIC DOMINANCE, STATISTICAL INFERENCE, AND MEASURING PORTFOLIO PERFORMANCE

The Journal of Financial Research ◽

10.1111/j.1475-6803.2001.tb00769.x ◽

2001 ◽

Vol 24 (2) ◽

pp. 289-307 ◽

Author(s):

K. Victor Chow

Keyword(s):

Statistical Inference ◽

Stochastic Dominance ◽

Portfolio Performance

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Statistical inference for a relaxation index of stochastic dominance under density ratio model

Journal of Applied Statistics ◽

10.1080/02664763.2021.1965966 ◽

2021 ◽

pp. 1-19

Author(s):

Weiwei Zhuang ◽

Yadong Li ◽

Guoxin Qiu

Keyword(s):

Statistical Inference ◽

Stochastic Dominance ◽

Density Ratio ◽

Ratio Model ◽

Density Ratio Model ◽

Relaxation Index

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Stochastic Dominance and Portfolio Performance Under Heuristic Optimization

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-030-78965-7_55 ◽

2021 ◽

pp. 377-382

Author(s):

Adeola Oyenubi

Keyword(s):

Stochastic Dominance ◽

Heuristic Optimization ◽

Portfolio Performance

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Inequality Orderings, Normalized Stochastic Dominance, and Statistical Inference

Journal of Business and Economic Statistics ◽

10.2307/1392228 ◽

2000 ◽

Vol 18 (4) ◽

pp. 479 ◽

Author(s):

Buhong Zheng ◽

John P. Formby ◽

W. James Smith ◽

Victor K. Chow

Keyword(s):

Statistical Inference ◽

Stochastic Dominance

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Inequality Orderings, Normalized Stochastic Dominance, and Statistical Inference

Journal of Business and Economic Statistics ◽

10.1080/07350015.2000.10524886 ◽

2000 ◽

Vol 18 (4) ◽

pp. 479-488 ◽

Author(s):

Buhong Zheng ◽

John P. Formby ◽

W. James Smith ◽

Victor K. Chow

Keyword(s):

Statistical Inference ◽

Stochastic Dominance

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Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance

The Journal of Finance ◽

10.1111/j.1540-6261.1980.tb03478.x ◽

1980 ◽

Vol 35 (1) ◽

pp. 159-171 ◽

Author(s):

HASSAN TEHRANIAN

Keyword(s):

Stochastic Dominance ◽

Empirical Studies ◽

Portfolio Performance

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Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

Econometrica ◽

10.1111/1468-0262.00167 ◽

2000 ◽

Vol 68 (6) ◽

pp. 1435-1464 ◽

Author(s):

Russell Davidson ◽

Jean-Yves Duclos

Keyword(s):

Statistical Inference ◽

Stochastic Dominance ◽

Poverty And Inequality ◽

Measurement Of Poverty

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Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

SSRN Electronic Journal ◽

10.2139/ssrn.70916 ◽

1998 ◽

Author(s):

Russell Davidson ◽

Jean-Yves Duclos

Keyword(s):

Statistical Inference ◽

Stochastic Dominance ◽

Poverty And Inequality ◽

Measurement Of Poverty

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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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Essentials of Statistical Inference

10.1017/cbo9780511755392 ◽

2005 ◽

Author(s):

G. A. Young ◽

R. L. Smith

Keyword(s):

Statistical Inference

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Randomization and Statistical Inference

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548430 ◽

1975 ◽

Vol 4 (8) ◽

pp. 723-735

Author(s):

Robert Easterling

Keyword(s):

Statistical Inference

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