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A note on third degree stochastic dominance

Schmid, Friedrich - In: OR spectrum : quantitative approaches in management 27 (2005) 4, pp. 653-655

Persistent link: https://www.econbiz.de/10003025482

Stochastic dominance in German asset returns : empirical evidence from the 1990s : eine empirische Untersuchung für die 90er Jahre

Schmid, Friedrich; Trede, Mark - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 3, pp. 315-326

Persistent link: https://www.econbiz.de/10001533089

Finanzmarktstatistik : mit 35 Tabellen

Schmid, Friedrich; Trede, Mark - 2005

Persistent link: https://www.econbiz.de/10003028166

Nonparametric inference for second order stochastic dominance

Schmid, Friedrich; Trede, Mark - 1996

This paper deals with nonparametric inference for second order stochastic dominance of two random variables. If their distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance are influenced by sampling errors. We establish...

Persistent link: https://www.econbiz.de/10008992397