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Sampling Error In First Order Stochastic Dominance

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  • William E. Stein
  • Roger C. Pfaffenberger
  • Dan W. French

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  • William E. Stein & Roger C. Pfaffenberger & Dan W. French, 1987. "Sampling Error In First Order Stochastic Dominance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(3), pages 259-268, September.
    • Handle: RePEc:bla:jfnres:v:10:y:1987:i:3:p:259-268
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1987.tb00496.x
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    References listed on IDEAS

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    1. Roger P. Bey & Richard C. Burgess & Richard B. Kearns, 1984. "Moving Stochastic Dominance: An Alternative Method For Testing Market Efficiency," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 185-196, September.
    2. Stein, William & Pfaffenberger, Roger & Kumar, P. C., 1983. "On the Estimation Risk in First-Order Stochastic Dominance: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(4), pages 471-476, December.
    3. Levy, Haim & Hanoch, Giora, 1970. "Relative Effectiveness of Efficiency Criteria for Portfolio Selection," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(1), pages 63-76, March.
    4. Johnson, Keith H. & Burgess, Richard C., 1975. "The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 813-820, December.
    5. Hadar, Josef & Russell, William R., 1971. "Stochastic dominance and diversification," Journal of Economic Theory, Elsevier, vol. 3(3), pages 288-305, September.
    6. Levy, Haim, 1985. "Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach," Journal of Finance, American Finance Association, vol. 40(4), pages 1197-1217, September.
    7. Kroll, Yoram & Levy, Haim, 1980. "Sampling Errors and Portfolio Efficient Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 655-688, September.
    8. Kroll, Yoram & Levy, Haim, 1982. "Stochastic Dominance: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 871-875, June.
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    Cited by:

    1. Cowell, Frank A. & Victoria-Feser, Maria-Pia, 2006. "Distributional Dominance With Trimmed Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 291-300, July.

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