Stochastic Dominance Analysis of Equity Mutual Fund Performance

Kjetsaa, Richard; Kieff, Maureen
January 2003
American Business Review;Jan2003, Vol. 21 Issue 1, p1
Academic Journal
Examines the efficacy of stochastic dominance theory in deducing an efficient subset of equity mutual funds in the United States. Mean-variance criterion; Fund selection by stochastic dominance; Asset accumulation.


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