A stochastic dominance approach to financial risk management strategies

  1. Chang, C.-L.
  2. Jiménez-Martín, J.-A.
  3. Maasoumi, E.
  4. Pérez-Amaral, T.
Journal:
Journal of Econometrics

ISSN: 1872-6895 0304-4076

Year of publication: 2015

Volume: 187

Issue: 2

Pages: 472-485

Type: Article

DOI: 10.1016/J.JECONOM.2015.02.032 GOOGLE SCHOLAR