Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences
Objective: The stochastic dominance theory has extensively employed in various financial fields because it is not necessary to assume a specific distribution of returns, such as normal distribution. In this research, one of its new applications has been used to identify arbitrage opportunities and c...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | FA |
| Publicado: |
University of Tehran
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/2bafe1da2d634cd384b0aea4818ba78d |
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