Stochastic Dominance Analysis of Asian Hedge Funds
We employ the stochastic dominance approach that utilizes the entire return distribution to rank the performance of Asian hedge funds as traditional mean-variance and CAPM approaches could be inappropriate given the nature of non-normal returns. We find both first-order and higher-order stochastic d...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2008
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1493 https://doi.org/10.1016/j.pacfin.2007.07.001 |
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| Institution: | Singapore Management University |
| Language: | English |
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