Ranking mutual funds using unconventional utility theory and stochastic dominance
By Hrishikesh D. Vinod. 2004
110 citations recorded by the source corpus.
Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/d9e4731c83c7c19c315595096486502e236774c0
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
- Wing-Keung Wong
- K. Phoon
- Hooi Hooi Lean
- Kristiaan Kerstens
- Walter Briec
- Muhammad Shahbaz
- Ilhan Ozturk
- Sakiru Adebola Solarin
In General Decision Sciences
In Management Science and Operations Research
Citations in the corpus
- Stochastic dominance analysis of Asian hedge funds (2008, methodology): “For example, Vinod (2004) recommended employing fourth order SD to choose investment prospects amongst 1281 mutual funds.”
- Portfolio selection in multidimensional general and partial moment space (2010, background): “…must be carried out (which requires information on the entire return distribution) and this renders the evaluation of diversification strategies extremely difficult.2 Empirical work up to fourth-order and fifth-order SD seems to be available in the literature (e.g., Vinod, 2004; Tehranian, 1980).”
- The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing (2020, unknown): “As argued by Vinod (2004), Wong et al. (2008), and Al-Khazali et al. (2014), the SD does not require funds’ returns to be normally distributed and can help in ranking the funds without making an assumption about the distribution.”