Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio

By Thierry Post, Philippe Versijp. Journal of Financial and Quantitative Analysis, 2007

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/04dc6b2df4b9824a8860271d7709dc70bc8d52e8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Wing-Keung Wong
2. K. Phoon
3. Hooi Hooi Lean
4. Muhammad Shahbaz
5. Ilhan Ozturk
6. Sakiru Adebola Solarin
7. Usama Al-mulali
8. Mantu Kumar Mahalik

In Finance

1. Wing-Keung Wong
2. K. Phoon
3. Hooi Hooi Lean

In Management Science and Operations Research

1. Hooi Hooi Lean
2. Wing-Keung Wong
3. K. Phoon

Citations in the corpus

• Stochastic dominance analysis of Asian hedge funds (2008, methodology): “In addition, we note that Post and Versijp (2007) have developed a new SD test for multiple comparisons.”