Gasbarro, Dominic; Wong, Wing-Keung; Zumwalt, J. Kenton - Department of Economics, National University of Singapore - 2007
. In contrast, stochastic dominance procedures identify dominant iShares. Although the results vary over time, stochastic …. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic … dominance measures and the Sharpe Ratio, respectively. This study uses these refinements to compare the performance of 18 …