Stochastic Dominance with Riskless Assets
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- Kroll, Yoram & Marchioni, Andrea & Ben-Horin, Moshe, 2024. "Sortino(γ): a modified Sortino ratio with adjusted threshold," MPRA Paper 120203, University Library of Munich, Germany.
- Edwin Fourrier-Nicolaï & Michel Lubrano, 2020.
"Bayesian inference for TIP curves: an application to child poverty in Germany,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 91-111, March.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers halshs-01494354, HAL.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," Post-Print hal-02477216, HAL.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers 1710, Aix-Marseille School of Economics, France.
- Ke, Mei-Chu & Chiang, Yi-Chein & Liao, Tung Liang, 2007. "Day-of-the-week effect in the Taiwan foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2847-2865, September.
- Bhargava, Vivek & Brooks, Robert, 2002. "Exploration of the role of expectations in foreign exchange risk management," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 171-189, April.
- Joseph Aharony & Sasson Bar†Yosef, 1987. "Tests of the impact of LIFO adoption on stockholders: A stochastic dominance approach," Contemporary Accounting Research, John Wiley & Sons, vol. 3(2), pages 430-444, March.
- Chung, Yi-Tsai & Hsu, Chuan-Hao & Ke, Mei-Chu & Liao, Tung Liang & Chiang, Yi-Chein, 2016. "The weakening value premium in the Australian and New Zealand stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 123-133.
- Liqun Liu & Jack Meyer, 2021. "Stochastic superiority," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 225-246, June.
- Sprik, M. & Trappeniers, N.J., 1980. "The orientational relaxation of methane molecules in the solid phase II at low temperatures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(3), pages 411-454.
- Gloy, Brent A. & Baker, Timothy G., 1999. "Evaluating Risk Management Strategies Using Stochastic Dominance With A Risk Free Asset," 1999 Annual meeting, August 8-11, Nashville, TN 21673, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Chang, Hao-Wen & Chiang, Yi-Chein & Ke, Mei-Chu & Wang, Ming-Hui & Nguyen, Tien-Trung, 2023. "Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 312-329.
- Wang, Ming-Hui & Ke, Mei-Chu & Liang Liao, Tung & Chiang, Yi-Chein & Hsu, Chuan-Hao, 2020. "Alternative estimation method of earnings growth rate for PEGR strategy," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
- Yi-Chein Chiang & Mei-Chu Ke & Tung Liang Liao & Cin-Dian Wang, 2012. "Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market," Applied Financial Economics, Taylor & Francis Journals, vol. 22(12), pages 955-965, June.
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