Stochastic dominance analysis of Asian hedge funds

By Wing-Keung Wong, K. Phoon, Hooi Hooi Lean. 2008

136 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/b09cf4ec98ec9c26d4515d682940a6a187063c5a

Citations in the corpus

• Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach (2010, unknown): “12 hand, Wong et al. (2008) claim that, if FSD exists statistically, arbitrage opportunity may not exist, but investors can increase their expected wealth and expected utility if they shift from holding the dominated asset to the dominant one.”