Marginal conditonal stochastic dominance test for efficiency of capitalization-weighted market portfolio
K. Victor Chow & Ou Hu
| Year of publication: |
2019
|
|---|---|
| Authors: | Chow, K. Victor ; Hu, Ou |
| Published in: |
Journal of world economic review. - New Delhi : Serials Publ., ISSN 0973-4368, ZDB-ID 2467379-1. - Vol. 14.2019, 2, p. 261-277
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| Subject: | Fundamental Indexation | Value | Size | Momentum | Contrarian | Stochasic Dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price |
| 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/10012311003