FURTHER APPLICATIONS OF STOCHASTIC DOMINANCE TO MUTUAL FUND PERFORMANCE

被引：20

作者：

MEYER, J ^{[1
]}

机构：

[1] TEXAS A&M UNIV,COLLEGE STN,TX 77843

来源：

关键词：

D O I：

10.2307/2330432

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：235 / 242

页数：8

共 7 条

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[2] Arrow KennethJ., 1971, ESSAYS THEORY RISK B
[3] HADAR J, 1969, AM ECON REV, V59, P25
[4] JOY OM, 1974, J FINANCIAL QUAN JAN, P25
[5] MEYER J, 1977, J ECONOMIC THEORY, V14
[6] RISK-AVERSION IN THE SMALL AND IN THE LARGE
PRATT, JW
[J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136
[7] MUTUAL FUND PERFORMANCE
SHARPE, WF
[J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 119 - 138