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The European Journal of Finance Volume 13, 2007 - Issue 1
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Original Articles

Stochastic Dominance Analysis of iShares

Dominic Gasbarro Murdoch Business School, Murdoch University, Perth, Western Australia
,
Wing-Keung Wong Risk Management Institute and Department of Economics, National University of Singapore, Singapore
&
J. Kenton Zumwalt University of Western Australia, Crawley, Western Australia and Colorado State University, Fort Collins, Colorado, USACorrespondence[email protected]
Pages 89-101 | Published online: 17 Feb 2007

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Zhihui Lv, Chun-Kei Tsang, Niklas F. Wagner & Wing Keung Wong. (2023) What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?. Emerging Markets Finance and Trade 59:5, pages 1554-1571.
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Weiwei Zhuang, Yadong Li & Guoxin Qiu. (2022) Statistical inference for a relaxation index of stochastic dominance under density ratio model. Journal of Applied Statistics 49:15, pages 3804-3822.
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Jacque Bon-Isaac Aboy & Joselito Magadia. (2021) Nonparametric performance hypothesis testing with the information ratio. Cogent Economics & Finance 9:1.
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João Paulo Vieito, Wing-Keung Wong & Zhen-Zhen Zhu. (2016) Could the global financial crisis improve the performance of the G7 stocks markets?. Applied Economics 48:12, pages 1066-1080.
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Zhidong Bai, Hua Li, Michael McAleer & Wing-Keung Wong. (2015) Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. Quantitative Finance 15:5, pages 889-900.
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Kin Lam, Taisheng Liu & Wing-Keung Wong. (2012) A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior. Journal of Behavioral Finance 13:2, pages 93-107.
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Zhuo Qiao, Weiwei Qiao & Wing-Keung Wong. (2011) Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach. Global Economic Review 40:3, pages 251-267.
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Wing-Keung Wong. (2023) How to Get Papers Published in Reputable Journals?. SSRN Electronic Journal.
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Sree Vinutha Venkataraman & S. V. D. Nageswara Rao. (2021) Stochastic dominance algorithms with application to mutual fund performance evaluation. International Journal of Finance & Economics 28:1, pages 681-698.
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Nikolai Sheung-Chi Chow, Maria Rebecca Valenzuela & Wing-Keung Wong. (2021) New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong. Asia-Pacific Journal of Operational Research 39:04.
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Mourad Mroua, Hejer Bouattour & Nader Naifar. (2021) Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification. International Journal of Financial Engineering 09:01.
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Zhihui Lv, Amanda M. Y. Chu, Wing Keung Wong & Thomas C. Chiang. (2021) The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio. Risk Management 23:1-2, pages 97-122.
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Thi Hong Van Hoang, Zhenzhen Zhu, Bing Xiao & Wing‐Keung Wong. (2018) The seasonality of gold prices in China does the risk‐aversion level matter?. Accounting & Finance 60:3, pages 2617-2664.
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Guilherme V. Moura, André A.P. Santos & Esther Ruiz. (2020) Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. Journal of Banking & Finance 118, pages 105882.
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Wing-Keung Wong. (2020) Review on behavioral economics and behavioral finance. Studies in Economics and Finance 37:4, pages 625-672.
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Raymond H. Chan, Ephraim Clark, Xu Guo & Wing-Keung Wong. (2019) New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. Risk Management 22:2, pages 108-132.
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Kai-Yin Woo, Chulin Mai, Michael McAleer & Wing-Keung Wong. (2020) Review on Efficiency and Anomalies in Stock Markets. Economies 8:1, pages 20.
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Guillermo Badía, Vicente Pina & Lourdes Torres. (2019) Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria. Sustainability 11:9, pages 2514.
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Wing-Keung Wong, Hooi Lean, Michael McAleer & Feng-Tse Tsai. (2018) Why Are Warrant Markets Sustained in Taiwan but Not in China?. Sustainability 10:10, pages 3748.
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Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. (2018) Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. Journal of Risk and Financial Management 11:1, pages 15.
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Cuizhen Niu, Wing-Keung Wong & Qunfang Xu. (2017) Kappa ratios and (higher-order) stochastic dominance. Risk Management 19:3, pages 245-253.
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Thi-Hong-Van Hoang, Wing-Keung Wong & Zhenzhen Zhu. (2015) Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. Economic Modelling 50, pages 200-211.
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Zhidong D. Bai, Yongchang C. Hui & Wing-Keung Wong. 2015. Handbook of Financial Econometrics and Statistics. Handbook of Financial Econometrics and Statistics 1451 1465 .
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Yongchang Hui, Zhidong Bai, Kok-Fai Phoon & Wing-Keung Wong. 2014. Handbook of Asian Finance. Handbook of Asian Finance 461 482 .
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DOMINIC GASBARRO, WING-KEUNG WONG & J. KENTON ZUMWALT. (2012) STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. Annals of Financial Economics 07:01, pages 1250005.
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