Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
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Publication:4683105
DOI10.1080/14697688.2014.943273zbMath1398.62276OpenAlexW2128602134MaRDI QIDQ4683105
Michael McAleer, Hua Li, Wing-Keung Wong, Zhi-Dong Bai
Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://www.kier.kyoto-u.ac.jp/DP/DP820.pdf
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (4)
New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong ⋮ Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency ⋮ Multivariate stochastic dominance for risk averters and risk seekers ⋮ Central moments, stochastic dominance, moment rule, and diversification with an application
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