Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?

GT (Thierry) Post

External organisation

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	21
Edition	ERIM Report Series ERS-2003-017-F&A
Publication status	Published - 2003
Externally published	Yes

Publication series

Series	ERIM Report Series
Volume	ERS-2003-017-F&A

Research programs

EUR ESE 33

Cite this

TY - BOOK

T1 - Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?

AU - Post, GT (Thierry)

PY - 2003

Y1 - 2003

M3 - Report

T3 - ERIM Report Series

BT - Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?

CY - 3000 DR Rotterdam

ER -