How does beta explain stochastic dominance efficiency?
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- Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
References listed on IDEAS
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- Schröder, Carsten & Yitzhaki, Shlomo, 2017.
"Revisiting the evidence for cardinal treatment of ordinal variables,"
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- Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013. "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 155-170, January.
- repec:bla:jfnres:v:40:y:2017:i:3:p:349-367 is not listed on IDEAS
- Shlomo Yitzhaki & Peter Lambert, 2014. "Is higher variance necessarily bad for investment?," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 855-860, November.
- Belghitar, Yacine & Clark, Ephraim & Kassimatis, Konstantino, 2011. "The prudential effect of strategic institutional ownership on stock performance," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 191-199, August.
- Clark, Ephraim & Kassimatis, Konstantinos, 2012. "An empirical analysis of marginal conditional stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1144-1151.
More about this item
KeywordsSystematic risk; Gini; Extended Gini; Marginal conditional stochastic dominance; Lorenz curves; G11;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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