Search Results - subject:"Stochastic dominance rules"

A state-of-the-art fund performance index: Higher-order omega and its consistency with almost stochastic dominance

Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of Risk and Financial Management 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 …

Persistent link: https://www.econbiz.de/10014332637

A state-of-the-art fund performance index : higher-order omega and its consistency with almost stochastic dominance

Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20

Persistent link: https://www.econbiz.de/10013471446

The German Labor Market Miracle Revisited: Risk Elimination in Working Time Accounts

Carstensen, Vivian - In: Eurasian Journal of Social Sciences 1 (2013) 1, pp. 19-38

This paper contributes to analyses of sustainable enterprise with focus on quality of present and future employment, maintenance of human capital and constituting characteristics of institutional arrangements between the social partners. We add by proving that a specific option from the toolkit...

Persistent link: https://www.econbiz.de/10010744494