Testing the monthly anomaly with stochastic dominance
Year of publication: |
2014
|
---|---|
Authors: | Ke, Mei-chu ; Chou, Jian-Hsin ; Hsieh, Chin-shan ; Chi, Tsung-li ; Chen, Cheng-te |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 40.2014, 2, p. 137-156
|
Subject: | Stochastic dominance | Spring Festival | Monthly anomaly | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Großveranstaltung | Big event |
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