How does beta explain stochastic dominance efficiency?

Haim Shalit and Shlomo Yitzhaki

Review of Quantitative Finance and Accounting, 2010, vol. 35, issue 4, 444 pages

Keywords: Systematic risk; Gini; Extended Gini; Marginal conditional stochastic dominance; Lorenz curves; G11 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (15)

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Working Paper: How Does Beta Explain Stochastic Dominance Efficiency? (2008)
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DOI: 10.1007/s11156-010-0167-2

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