Exploiting stochastic dominance to generate abnormal stock returns
Ephraim Clark; Konstantinos Kassimatis
| Year of publication: |
2014
|
|---|---|
| Authors: | Clark, Ephraim ; Kassimatis, Konstantinos |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 20-38
|
| Subject: | Stochastic dominance | Asset pricing | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442398