Search Results - subject:"Marginal Conditional Stochastic Dominance"

An improved criterion for almost marginal conditional stochastic dominance

Liu, Wei-Han; Chang, Jow-Ran; Yang, Guo-Jun - In: Review of quantitative finance and accounting 62 (2024) 3, pp. 1251-1290

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014504640

Revisiting almost marginal conditional stochastic dominance

Chen, Tzu-Ying; Tsai, An-Mei; Tzeng, Larry Y. - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 260-269

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013336294

Does it pay to be ethical? Evidence from the FTSE4Good

Belghitar, Yacine; Clark, Ephraim; Deshmukh, Nitin - In: Journal of Banking & Finance 47 (2014) C, pp. 54-62

the context of Marginal Conditional Stochastic Dominance (MCSD), which can accommodate any return distribution or concave …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010931667

Almost marginal conditional stochastic dominance

Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of Banking & Finance 41 (2014) C, pp. 57-66

Marginal Conditional Stochastic Dominance (MCSD) developed by Shalit and Yitzhaki (1994) gives the conditions under …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010744382

Almost marginal conditional stochastic dominance

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of banking & finance 41 (2014), pp. 57-66

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010407994

Does it pay to be ethical? : evidence from the FTSE4Good

Belghitar, Yacine; Clark, Ephraim; Deshmukh, Nitin - In: Journal of banking & finance 47 (2014), pp. 54-62

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010506508

International equity flows, marginal conditional stochastic dominance and diversification

Clark, Ephraim; Kassimatis, Konstantinos - In: Review of Quantitative Finance and Accounting 40 (2013) 2, pp. 251-271

diversification paradigm at the international level and the analytical framework it implies. Using the concept of Marginal Conditional … Stochastic Dominance (MCSD) to estimate the diversification opportunities, this paper reexamines the role that diversification …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010867657

An empirical analysis of marginal conditional stochastic dominance

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of Banking & Finance 36 (2012) 4, pp. 1144-1151

the concept of Marginal Conditional Stochastic Dominance (MCSD), introduced by Shalit and Yitzhaki (1994), to test for the …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010577960

The prudential effect of strategic institutional ownership on stock performance

Belghitar, Yacine; Clark, Ephraim; Kassimatis, Konstantinos - In: International review of financial analysis 20 (2011) 4, pp. 191-199

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009295716

How does beta explain stochastic dominance efficiency?

Shalit, Haim; Yitzhaki, Shlomo - In: Review of Quantitative Finance and Accounting 35 (2010) 4, pp. 431-444

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008776274