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Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/0-387-29311-6openalex-extracted

Stochastic Dominance: Investment Decision Making under Uncertainty

inferredcites →https://doi.org/10.1007/978-0-387-77439-8_20openalex-extracted

Evaluating Hedge Fund Performance: A Stochastic Dominance Approach

inferredcites →https://doi.org/10.1007/978-3-540-27904-4openalex-extracted

Risk and Asset Allocation

inferredcites →https://doi.org/10.1016/j.jbankfin.2008.08.002openalex-extracted

Performance evaluation of portfolio insurance strategies using stochastic dominance criteria

inferredcites →https://doi.org/10.1016/j.jbankfin.2009.01.005openalex-extracted

Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance

inferredcites →https://doi.org/10.1017/s0001867800028068openalex-extracted

Stochastic Orders Generated by Integrals: a Unified Study

inferredcites →https://doi.org/10.1093/rfs/hhn081openalex-extracted

New Measures for Performance Evaluation

inferredcites →https://doi.org/10.1142/s0219024909005282openalex-extracted

HEDGE FUND PERFORMANCE: SOURCES AND MEASURES

inferredcites →https://doi.org/10.1163/2210-7886_asc-291openalex-extracted

291, 1722-03-08, YALE (Elihu) †

inferredcites →https://doi.org/10.1201/9781420028690.ch2openalex-extracted

Stochastic Ordering of Risks, Influence of Dependence, and A.S. Constructions

inferredcites →https://doi.org/10.2139/ssrn.1113620openalex-extracted

On Measuring Hedge Fund Risk

inferredcites →https://doi.org/10.2139/ssrn.1326076openalex-extracted

The 101 Ways to Measure Portfolio Performance

inferredcites →https://doi.org/10.2139/ssrn.979882openalex-extracted

Performance Evaluation of Portfolio Insurance Strategies Using Stochastic Dominance Criteria

inferredcites →https://doi.org/10.2307/1428010openalex-extracted

Stochastic Orders Generated by Integrals: a Unified Study

inferredcites →https://doi.org/10.3386/w9116openalex-extracted

Sharpening Sharpe Ratios

inferredcites →https://doi.org/10.3905/jai.2001.319019openalex-extracted

How to Game Your Sharpe Ratio

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