A note on third degree stochastic dominance

OR Spectrum

Volumn 27, Issue 4, 2005, Pages 653-655

  Schmid, Friedrich ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Third degree stochastic dominance

Indexed keywords

EID: 21644456110     PISSN: 01716468     EISSN: 14366304     Source Type: Journal    
DOI: 10.1007/s00291-005-0208-8     Document Type: Article

References (7)

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4. Ng M-C (2000) A remark on third degree stochastic dominance. Management Science 46(3): 870-873
5. Schmid F, Trede M (2000) Stochastic dominance in German asset returns: empirical evidence from the 1990s. Jahrbücher für Nationalökonomie und Statistik (Journal of Economics and Statistics) 220(3): 315-326
6. Steiner M, Meyer-Bullerdiek F, Spanderen D (1996) Erfolgsmessung von Wertpapierportefeuilles mit Hilfe der stochastischen Dominanz und des Mean-Gini-Ansatzes. Die Betriebswirtschaft 56(1): 49-61
7. Whitmore GA (1970) Third Degree Stochastic Dominance. American Economic Review 60: 457-459