SAMPLING ERROR IN 1ST ORDER STOCHASTIC-DOMINANCE

被引：8

|

作者：

STEIN, WE ^{[1
]}

PFAFFENBERGER, RC ^{[1
]}

FRENCH, DW ^{[1
]}

机构：

[1] TEXAS CHRISTIAN UNIV,FT WORTH,TX 76129

来源：

JOURNAL OF FINANCIAL RESEARCH | 1987年 / 10卷 / 03期

关键词：

D O I：

10.1111/j.1475-6803.1987.tb00496.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：259 / 268

页数：10

相关论文

共 50 条

[1] THE RELATIONSHIP BETWEEN ARBITRAGE AND 1ST ORDER STOCHASTIC-DOMINANCE
JARROW, R
[J]. JOURNAL OF FINANCE, 1986, 41 (04): : 915 - 921
[2] ON THE ESTIMATION RISK IN 1ST-ORDER STOCHASTIC-DOMINANCE - A NOTE
STEIN, W
PFAFFENBERGER, R
KUMAR, PC
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (04) : 471 - 476
[3] A TEST FOR 2ND-ORDER STOCHASTIC-DOMINANCE
EUBANK, R
SCHECHTMAN, E
YITZHAKI, S
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1993, 22 (07) : 1893 - 1905
[4] TESTING FOR STOCHASTIC-DOMINANCE
TOLLEY, HD
POPE, RD
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (03) : 693 - 700
[5] TESTING FOR 2ND ORDER STOCHASTIC-DOMINANCE
DESHPANDE, JV
SINGH, H
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1985, 14 (04) : 887 - 893
[6] STOCHASTIC-DOMINANCE - A NOTE
KROLL, Y
LEVY, H
[J]. JOURNAL OF FINANCE, 1982, 37 (03): : 871 - 875
[7] STOCHASTIC-DOMINANCE AND REGRET
SCARSINI, M
[J]. GIORNALE DEGLI ECONOMISTI E ANNALI DI ECONOMIA, 1985, 44 (3-4) : 209 - 212
[8] IMPROVING THE EFFICIENCY OF STOCHASTIC-DOMINANCE TECHNIQUES USING CONVEX SET STOCHASTIC-DOMINANCE
COCHRAN, MJ
ROBISON, LJ
LODWICK, W
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1985, 67 (02) : 289 - 295
[9] STOCHASTIC-DOMINANCE AND MOMENTS OF DISTRIBUTIONS
FISHBURN, PC
[J]. MATHEMATICS OF OPERATIONS RESEARCH, 1980, 5 (01) : 94 - 100
[10] STOCHASTIC-DOMINANCE AND MOMENT INEQUALITIES
OBRIEN, GL
[J]. MATHEMATICS OF OPERATIONS RESEARCH, 1984, 9 (03) : 475 - 477

← 1 2 3 4 5 →