International equity flows, marginal conditional stochastic dominance and diversification
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DOI: 10.1007/s11156-012-0277-0
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- Yacine Belghitar & Ephraim Clark & Konstantino Kassimatis, 2019. "A measure of total firm performance: new insights for the corporate objective," Annals of Operations Research, Springer, vol. 281(1), pages 121-141, October.
- Yacine Belghitar & Ephraim Clark & Nitin Deshmukh, 2017. "Importance Of The Fund Management Company In The Performance Of Socially Responsible Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(3), pages 349-367, September.
- Sulaiman Al-Jassar & Imad A. Moosa, 2020. "Country Effects, Industry Effects and the Effectiveness of International Diversification Within the GCC Region," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(04), pages 1-18, January.
- Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014. "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 54-62.
- Denuit, Michel M. & Huang, Rachel J. & Tzeng, Larry Y. & Wang, Christine W., 2014.
"Almost marginal conditional stochastic dominance,"
Journal of Banking & Finance, Elsevier, vol. 41(C), pages 57-66.
- Denuit, Michel & Huang, Rachel & Tzeng, Larry, 2012. "Almost Marginal Conditional Stochastic Dominance," LIDAM Discussion Papers ISBA 2012033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Huang, Rachel J. & Wang, Christine, 2014. "Almost marginal conditional stochastic dominance," LIDAM Reprints ISBA 2014003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Chen, Tzu-Ying & Tsai, An-Mei & Tzeng, Larry Y., 2022. "Revisiting almost marginal conditional stochastic dominance," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 260-269.
- Wan-Jiun Paul Chiou & Vigdis W Boasson, 2015. "International Variations in the Benefits of Feasible Diversification Strategies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-38, December.
- Wei-Han Liu & Jow-Ran Chang & Guo-Jun Yang, 2024. "An improved criterion for almost marginal conditional stochastic dominance," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 1251-1290, April.
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More about this item
Keywords
Equity flows; Diversification; Marginal conditional stochastic dominance; G11; G15;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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