Open AccessA TEST OF SECOND-ORDER STOCHASTIC DOMINANCE WITH DIFFERENT WEIGHTING METHODS: EVIDENCE FROM BIST-30 and DJIA
Author(s) -
Oktay Taş,
Farshad Mirzazadeh Barjiough,
Umut Uğurlu
Publication year - 2015
Publication title -
journal of business, economics and finance
Language(s) - English
Resource type - Journals
ISSN - 2146-7943
DOI - 10.17261/pressacademia.2015414538
Subject(s) - weighting , stochastic dominance , econometrics , asset allocation , portfolio , logarithm , stock exchange , dominance (genetics) , computer science , economics , stock market , mathematical optimization , mathematics , financial economics , finance , medicine , biochemistry , biology , gene , radiology , mathematical analysis , paleontology , chemistry , horse