Ranking mutual funds using unconventional utility theory and stochastic dominance

Journal of Empirical Finance

Volumn 11, Issue 3, 2004, Pages 353-377

  Vinod, H D ^a  

^a FORDHAM UNIVERSITY   (United States)

Author keywords

Dependent bootstrap; Lower partial moments; Maximum entropy; Morningstar; Portfolio selection; Prospect theory; Prudence; Sharpe ratio

Indexed keywords

EID: 1942444562     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2003.06.002     Document Type: Article

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