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Results for Stochastic dominance

Publications & Outputs

  1. Enhancing betting against beta with stochastic dominance

    Kolokolova, O. & Xu, X., 31/03/2024, In: Journal of Empirical Finance. 76, 101465.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Is the index efficient? A worldwide tour with stochastic dominance

    Kolokolova, O., Le Courtois, O. & Xu, X., 30/06/2022, In: Journal of Financial Markets. 59, Part B, 100660.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Changes in risk and valuation of options: a unified approach to option pricing bounds

    Huang, J., 2012, Lancaster: Lancaster University, 37 p.

    Research output: Working paper