مرکز منطقه ای اطلاع رساني علوم و فناوري - Ranking mutual funds using unconventional utility theory and stochastic dominance

Title of article :

Ranking mutual funds using unconventional utility theory and stochastic dominance

Author/Authors :

H. D. Vinod، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

353

To page :

377

Keywords :

Morningstar , Prospect theory , Sharpe ratio , Portfolio selection , Lower partial moments , Dependent bootstrap , Prudence , Maximum Entropy

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130770

Link To Document :