Is the index efficient? : a worldwide tour with stochastic dominance
Year of publication: |
2022
|
---|---|
Authors: | Kolokolova, Olga ; Le Courtois, Olivier ; Xu, Xia |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 59.2022, 2, p. 1-17
|
Subject: | Stochastic dominance | Market index | Industry sub-indices | Diversification | Optimal portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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