Matches in SemOpenAlex for { <https://semopenalex.org/work/W2065227534> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W2065227534 endingPage "119" @default.
- W2065227534 startingPage "97" @default.
- W2065227534 abstract "This paper develops relations between arbitrage and second degree stochastic dominance for the purposes of performance analyses. The stochastic dominance conditions are similar to the average arbitrage profits criterion used in the literature but include a rationality restriction on the return forecast errors. An additive, separable partitioning of a portfolio's return into arbitrage timing and arbitrage selectivity components permits more specific analysis. Test statistics are developed for second degree stochastic dominance of the resultant arbitrage portfolio return and its timing and selectivity components when individual stock returns are nonnormal, near serially independent, and homoskedastic as well as when returns are serially correlated and heteroskedastic." @default.
- W2065227534 created "2016-06-24" @default.
- W2065227534 creator A5052517362 @default.
- W2065227534 date "1993-01-01" @default.
- W2065227534 modified "2023-09-23" @default.
- W2065227534 title "Inferences for arbitrage profits and stochastic dominance in managed portfolios" @default.
- W2065227534 cites W1973458764 @default.
- W2065227534 cites W1990632600 @default.
- W2065227534 cites W1994924378 @default.
- W2065227534 cites W1995118028 @default.
- W2065227534 cites W2009685525 @default.
- W2065227534 cites W2010681793 @default.
- W2065227534 cites W2010891591 @default.
- W2065227534 cites W2019923367 @default.
- W2065227534 cites W2023551295 @default.
- W2065227534 cites W2081649978 @default.
- W2065227534 cites W2100526182 @default.
- W2065227534 cites W2106798814 @default.
- W2065227534 cites W2131177033 @default.
- W2065227534 cites W2144487825 @default.
- W2065227534 cites W3023906401 @default.
- W2065227534 cites W3121465794 @default.
- W2065227534 doi "https://doi.org/10.1016/1057-5219(93)90010-f" @default.
- W2065227534 hasPublicationYear "1993" @default.
- W2065227534 type Work @default.
- W2065227534 sameAs 2065227534 @default.
- W2065227534 citedByCount "0" @default.
- W2065227534 crossrefType "journal-article" @default.
- W2065227534 hasAuthorship W2065227534A5052517362 @default.
- W2065227534 hasConcept C101104100 @default.
- W2065227534 hasConcept C104317684 @default.
- W2065227534 hasConcept C106159729 @default.
- W2065227534 hasConcept C142450864 @default.
- W2065227534 hasConcept C149782125 @default.
- W2065227534 hasConcept C151913843 @default.
- W2065227534 hasConcept C160623529 @default.
- W2065227534 hasConcept C162324750 @default.
- W2065227534 hasConcept C167416602 @default.
- W2065227534 hasConcept C181236170 @default.
- W2065227534 hasConcept C185592680 @default.
- W2065227534 hasConcept C2780821815 @default.
- W2065227534 hasConcept C33252445 @default.
- W2065227534 hasConcept C42854785 @default.
- W2065227534 hasConcept C52008547 @default.
- W2065227534 hasConcept C55493867 @default.
- W2065227534 hasConceptScore W2065227534C101104100 @default.
- W2065227534 hasConceptScore W2065227534C104317684 @default.
- W2065227534 hasConceptScore W2065227534C106159729 @default.
- W2065227534 hasConceptScore W2065227534C142450864 @default.
- W2065227534 hasConceptScore W2065227534C149782125 @default.
- W2065227534 hasConceptScore W2065227534C151913843 @default.
- W2065227534 hasConceptScore W2065227534C160623529 @default.
- W2065227534 hasConceptScore W2065227534C162324750 @default.
- W2065227534 hasConceptScore W2065227534C167416602 @default.
- W2065227534 hasConceptScore W2065227534C181236170 @default.
- W2065227534 hasConceptScore W2065227534C185592680 @default.
- W2065227534 hasConceptScore W2065227534C2780821815 @default.
- W2065227534 hasConceptScore W2065227534C33252445 @default.
- W2065227534 hasConceptScore W2065227534C42854785 @default.
- W2065227534 hasConceptScore W2065227534C52008547 @default.
- W2065227534 hasConceptScore W2065227534C55493867 @default.
- W2065227534 hasIssue "2" @default.
- W2065227534 hasLocation W20652275341 @default.
- W2065227534 hasOpenAccess W2065227534 @default.
- W2065227534 hasPrimaryLocation W20652275341 @default.
- W2065227534 hasRelatedWork W2045152673 @default.
- W2065227534 hasRelatedWork W2065227534 @default.
- W2065227534 hasRelatedWork W2130248719 @default.
- W2065227534 hasRelatedWork W2374251190 @default.
- W2065227534 hasRelatedWork W2604851681 @default.
- W2065227534 hasRelatedWork W3121673937 @default.
- W2065227534 hasRelatedWork W3123137692 @default.
- W2065227534 hasRelatedWork W3123425827 @default.
- W2065227534 hasRelatedWork W3157994947 @default.
- W2065227534 hasRelatedWork W2096506188 @default.
- W2065227534 hasVolume "2" @default.
- W2065227534 isParatext "false" @default.
- W2065227534 isRetracted "false" @default.
- W2065227534 magId "2065227534" @default.
- W2065227534 workType "article" @default.