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Testing PSR Filters with the Stochastic Dominance Approach · Study

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ArticleTesting PSR Filters with the Stochastic Dominance Approach

Tung Liang Liao1995

Article1995

Testing PSR Filters with the Stochastic Dominance Approach

Tung Liang Liao · Peter Shyan-Rong Chou

16 citations·0/0 files stored·The Journal of Portfolio Management

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS 1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk 1981Misspecification of capital asset pricing 1988Disentangling Equity Return Regularities: New Insights and Investment Opportunities 1984SIZE AND EARNINGS/PRICE RATIO ANOMALIES: ONE EFFECT OR TWO?1972Investment and Portfolio Analysis.

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Year1995

Typearticle

Published1995-04-30

VenueThe Journal of Portfolio Management

ISSN-L0095-4918

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.3905/jpm.1995.409526

openalex_workW2072963140

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