Value versus growth: stochastic dominance criteria

DOI10.1080/14697680701668426zbMath1154.91553OpenAlexW2059779335MaRDI QIDQ3605231

Huainan Zhao, Keng-Yu Ho, Abhay Abhyankar

Publication date: 23 February 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22113

zbMATH Keywords

stochastic dominancevalue premiumgrowth stocksvalue stocks

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Bubble detection and sector trading in real time

Cites Work

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• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Common risk factors in the returns on stocks and bonds
• Consistent Tests for Stochastic Dominance

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