Stochastic dominance analysis of CTA funds

Review of Quantitative Finance and Accounting

Volumn 40, Issue 1, 2013, Pages 155-170

  Lean, Hooi Hooi ^a   Phoon, Kok Fai ^b   Wong, Wing Keung ^c  

^a SCHOOL OF PHYSICS   (Malaysia)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^c HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Commodity trading advisors funds; Performance measurement; Risk averse investors; Stochastic dominance

Indexed keywords

EID: 84871792982     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-012-0284-1     Document Type: Article

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