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Ranking mutual funds using unconventional utility theory and stochastic dominance

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Author Info
Vinod, H. D.

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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 11 (2004)
Issue (Month): 3 (June)
Pages: 353-377
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Handle: RePEc:eee:empfin:v:11:y:2004:i:3:p:353-377

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Web page: http://www.elsevier.com/locate/jempfin

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  1. Javier Lopez-de-Lacalle & Hrishikesh D. Vinod, 2009. "Maximum Entropy Bootstrap for Time Series: The meboot R Package," Journal of Statistical Software, American Statistical Association, vol. 29(05), 01. [Downloadable!]
  2. Hrishikesh D. Vinod, 2008. "Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series," Fordham Economics Discussion Paper Series dp2008-15, Fordham University, Department of Economics. [Downloadable!]
  3. H. D. Vinod & D. F. Hsu & Y. Tian, 2008. "Combining Multiple Criterion Systems for Improving Portfolio Performance," Fordham Economics Discussion Paper Series dp2008-07, Fordham University, Department of Economics. [Downloadable!]
  4. Walter Briec & Kristiaan Kerstens, 2009. "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers 2009-ECO-08, IESEG School of Management. [Downloadable!]
  5. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics. [Downloadable!]
  6. Markus Haas, 2007. "Do investors dislike kurtosis?," Economics Bulletin, Economics Bulletin, vol. 7(2), pages 1-9. [Downloadable!]
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This page was last updated on 2009-12-3.

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