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Consistent Testing for Stochastic Dominance under General Sampling Schemes
8 references·16 citing·41 second hop
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this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 2002Prospect Theory: Much Ado About Nothing?306 cited
  • 1989Testing for Stochastic Dominance265 cited
  • 1978Stochastic dominance : an approach to decision-making under risk230 cited

Cited by

  • 2013R&D and Productivity: Estimating Endogenous Productivity524 cited
  • 2013Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach295 cited
  • 2004Forecasting economic and financial time-series with non-linear models295 cited
  • 2011Modelling and Forecasting Multivariate Realized Volatility294 cited
  • 2012The effect of corruption on FDI: A parametric and non-parametric analysis179 cited
  • 2007Stochastic dominance analysis of Asian hedge funds136 cited
  • 2008Performance evaluation of portfolio insurance strategies using stochastic dominance criteria

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126 cited
  • 2014The Effect of Mergers in Search Markets: Evidence from the Canadian Mortgage Industry126 cited
  • 2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach121 cited
  • 2013Measuring and testing for the systemically important financial institutions109 cited
  • 2005Predictive density and conditional confidence interval accuracy tests108 cited
  • 2005A kolmogorov-smirnov type test for positive quadrant dependence107 cited
  • 2007Are there Monday effects in stock returns: A stochastic dominance approach105 cited
  • 2007NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*104 cited
  • 2010Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products103 cited
  • 2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices102 cited