Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
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Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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- Mapping the presidential election cycle in US stock markets
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- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
- Test statistics for prospect and Markowitz stochastic dominances with applications
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Cited in
(6)- Central moments, stochastic dominance, moment rule, and diversification with an application
- Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach
- To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from virtual globes and its rate of diffusion in a financial market
- Portfolio diversification based on stochastic dominance under incomplete probability information
- New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
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