Do Commodities Provide Diversification Benefits? A Stochastic Dominance Efficiency Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2684842 ◽

2015 ◽

Author(s):

Charoula Daskalaki ◽

George S. Skiadopoulos ◽

Nikolas Topaloglou

Keyword(s):

Stochastic Dominance

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Econometric Analysis of Stochastic Dominance

10.1017/9781108602204 ◽

2019 ◽

Cited By ~ 6

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

CFA Digest ◽

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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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 ◽

Ratio Test

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

SSRN Electronic Journal ◽

10.2139/ssrn.1616323 ◽

2008 ◽

Cited By ~ 4

Author(s):

Wen-Hao Chen

Keyword(s):

Low Income ◽

Stochastic Dominance

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Portfolio Stochastic Dominance and Bank Liquidity Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1989493 ◽

2012 ◽

Author(s):

Nikolas Topaloglou ◽

Spyros Pagratis

Keyword(s):

Stochastic Dominance ◽

Liquidity Risk

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A Note on Stochastic Dominance Criteria for Mixture Distributions

SSRN Electronic Journal ◽

10.2139/ssrn.2727637 ◽

2016 ◽

Author(s):

Markus Haas

Keyword(s):

Stochastic Dominance ◽

Mixture Distributions

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Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood

SSRN Electronic Journal ◽

10.2139/ssrn.2827305 ◽

2017 ◽

Cited By ~ 2

Author(s):

Thierry Post ◽

Selcuk Karabati ◽

Stelios Arvanitis

Keyword(s):

Empirical Likelihood ◽

Stochastic Dominance ◽

Portfolio Construction

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