Exploiting almost first-degree stochastic dominance to generate abnormal stock returns
碩士 === 國立中央大學 === 財務金融學系 === 104 === The purpose of this study is to construct zero-cost portfolios based on almost first-degree stochastic dominance (AFSD) rules and then examine the performance of these arbitrage portfolios. By longing dominant stocks and short selling dominated stocks, our invest...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74435305934368275202 |