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Further Applications of Stochastic Dominance to Mutual Fund Performance

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  • Meyer, Jack

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  • Meyer, Jack, 1977. "Further Applications of Stochastic Dominance to Mutual Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(02), pages 235-242, June.
  • Handle: RePEc:cup:jfinqa:v:12:y:1977:i:02:p:235-242_02
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    Cited by:

    1. Schumann, Keith D., 2011. "Semi-nonparametric test of second degree stochastic dominance with respect to a function," Journal of Econometrics, Elsevier, vol. 162(1), pages 71-78, May.
    2. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 89-101.
    3. Jack Meyer & Robert H. Rasche, 1989. "Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock," NBER Technical Working Papers 0076, National Bureau of Economic Research, Inc.
    4. Spector, Yishay & Leshno, Moshe & Horin, Moshe Ben, 1996. "Stochastic dominance in an ordinal world," European Journal of Operational Research, Elsevier, vol. 93(3), pages 620-627, September.
    5. James S. Ang & Jess H. Chua & Anand S. Desai, 1980. "Efficient Portfolios Versus Efficient Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 309-319, September.
    6. Levy, Moshe, 2009. "Almost Stochastic Dominance and stocks for the long run," European Journal of Operational Research, Elsevier, vol. 194(1), pages 250-257, April.
    7. Okunev, John & Dillon, John L., 1988. "A Linear Programming Algorithm for Determining Mean-Gini Efficient Farm Plans," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 2(3), November.
    8. Morey, Matthew R. & Morey, Richard C., 1999. "Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking," Omega, Elsevier, vol. 27(2), pages 241-258, April.

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