//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Post, Thierry"
~person:"Trannoy, Alain"
~person:"Wong, Wing-Keung"
~source:"repec"
~subject:"Commodity trading advisors funds"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"stochastic dominance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Commodity trading advisors funds
Stochastic dominance
25
stochastic dominance
13
risk averter
9
futures market
7
risk seeker
7
spot market
7
risk aversion
5
skewness
5
risk seeking
4
Income distribution
3
Luck
3
Sharpe ratio
3
almost stochastic dominance
3
country index funds
3
expected-utility maximization
3
mean-variance
3
Almost stochastic dominance
2
Equality of opportunity
2
Markowitz stochastic dominance
2
Prospect stochastic dominance
2
Risk averter
2
S-shaped utility function
2
Utility theory
2
circumstances
2
hypothesis testing
2
market efficiency
2
mean
2
mean logarithmic deviation
2
oil futures market
2
risk
2
risk averse
2
risk averters
2
risk seekers
2
test statistic
2
variance
2
(mu
1
Almost Stochastic Dominance
1
Asset Pricing
1
Bootstrap likelihood test
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Post, Thierry
Trannoy, Alain
Wong, Wing-Keung
Lean, Hooi
1
Phoon, Kok
1
Published in...
All
Review of Quantitative Finance and Accounting
1
Source
All
RePEc
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic
dominance
analysis of CTA funds
Lean, Hooi
;
Phoon, Kok
;
Wong, Wing-Keung
- In:
Review of Quantitative Finance and Accounting
40
(
2013
)
1
,
pp. 155-170
In this paper, we employ the
stochastic
dominance
(SD) approach to rank the performance of commodity trading advisors …
Persistent link: https://www.econbiz.de/10010867741
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->