Comparing mean variance tests with stochastic dominance tests when assessing international portfolio diversification benefits
Year of publication: |
2004
|
---|---|
Authors: | Meyer, Thomas Otto ; Li, Xiaoming ; Rose, Lawrence Craig |
Publisher: |
Auckland |
Subject: | Statistische Methode | Statistical method | Portfolio-Management | Portfolio selection | Neuseeland | New Zealand | Varianzanalyse | Analysis of variance |
-
Multivariate variance ratio statistics
Hong, Seok Young, (2014)
-
Correlated cluster-based randomized experiments : robust variance minimization
Candogan, Ozan, (2024)
-
A test and its application in modelling daily stock returns
Shao, Qi-man, (1999)
- More ...
-
Meyer, Thomas Otto, (1999)
-
The persistence of international diversification benefits before and during the Asian crisis
Meyer, Thomas Otto, (2003)
-
The tail risk of emerging stock markets
Li, Xiaoming, (2009)
- More ...