International momentum strategies: a stochastic dominance approach

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Preferences over location-scale family (2008, background): “On the other hand, researchers have started to apply SD in many different areas, for example, financial theory (Fong et al. 2005), international trade (Broil et al.”
Prospect and Markowitz stochastic dominance (2007, methodology): “These days, it is popular to apply SD to explain financial theories and anomalies, for example, McNamara (1998), Post and Levy (2005), Post (2003), Kuosmanen (2004), Fong et al. (2005) and Broll et al. (2006).”
Financial Integration for India Stock Market, a Fractional Cointegration Approach (2005, background): “…analysis (Thompson and Wong 1991, 1996, Wong and Chan 2004) or to incorporate the stochastic dominance approach (Wong and Li 1999, Li and Wong 1999) or a study on the economy situation (Manzur, et al 1999, Wan and Wong 2001) or on other financial anomalies (Fong et al 2005 and Wong, et al 2005).”
Stochastic dominance analysis of Asian hedge funds (2008, methodology): “To make more detailed comparisons without violating the independence assumption, we follow Fong et al. (2005) and Gasbarro et al. (2007) to make 10 major partitions with 10 minor partitions within any two consecutive major partitions in each comparison and to make the statistical inference based on…”