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ArticleStochastic dominance analysis of Asian hedge funds

Wing‐Keung Wong2007

OA

Articlegreen2007

Stochastic dominance analysis of Asian hedge funds

Wing‐Keung Wong · Kok Fai Phoon · Hooi Hooi Lean

136 citations·0/0 files stored·Pacific-Basin Finance Journal

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

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*2019Theory of games and economic behavior 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2000Optimization of conditional value-at-risk 1959Portfolio Selection: Efficient Diversification of Investments 1945The Theory of Games and Economic Behavior 1952Portfolio Selection 1958Liquidity Preference as Behavior Towards Risk

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2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices 2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 2020Review on Efficiency and Anomalies in Stock Markets 2011Test statistics for prospect and Markowitz stochastic dominances with applications 2009

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Details

Year2007

Typearticle

Published2007-08-01

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations136

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2007.07.001

openalex_workW2136000903

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Gains from diversification on convex combinations: A majorization and stochastic dominance approach

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