Stochastic Dominance and Omega Ratio : Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly
Year of publication: |
2017
|
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Authors: | Guo, Xu |
Other Persons: | Jiang, Xuejun (contributor) ; Wong, Wing-Keung (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 4, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3047646 [DOI] |
Classification: | C0 - Mathematical and Quantitative Methods. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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