Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20
-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and … performance measurement, as the Almost Stochastic Dominance rules are more likely to be observed in real life. This study also … Almost Stochastic Dominance rules. Furthermore, the empirical results also show the superiority of the Nth-order Omega over …
