Similar Search Results

Mutual fund manager turnover : an empirical investigation of performance

Ghalke, Avinash; Kulkarni, Shripad - In: International journal of managerial finance : IJMF 18 (2022) 5, pp. 869-887

Persistent link: https://www.econbiz.de/10013375488

Ross-type dynamic portfolio separation (almost) without Ito stochastic calculus

Framstad, Nils Chr. - 2013 - This version August 16, 2013

approach of Khanna and Kulldorff (Finance Stoch. 3 (1999), pp. 167-185) down to multivariate distributions theory, stochastic …

Persistent link: https://www.econbiz.de/10009787073

Stochastic Dominance in Mutual Fund Returns

Jiang, Lei - 2020

portfolio. Consistent with the canonical definition of second-order stochastic dominance, both fund investors and managers …

Persistent link: https://www.econbiz.de/10012841194

Life cycle versus balanced funds : an emerging market perspective

Louw, Elbie; Van Schalkwyk, Cornelis Hendrik; Reyers, … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011778237

Stochastic dominance algorithms with application to mutual fund performance evaluation

Venkataraman, Sree Vinutha; Rao, S. V. D. Nageswara - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 681-698

Persistent link: https://www.econbiz.de/10014253273

A state-of-the-art fund performance index : higher-order omega and its consistency with almost stochastic dominance

Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20

This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and Almost Nth-degree Stochastic Dominance reinforces the...

Persistent link: https://www.econbiz.de/10013471446