Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China

Z Bai, Michael McAleer, WK Wong

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@article{ae36da0646e14d7898066b06a4a8f3c3,

title = "Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China",

author = "Z Bai and Michael McAleer and WK Wong",

year = "2015",

doi = "10.1080/14697688.2014.943273",

language = "English",

volume = "15",

pages = "889--900",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor & Francis Ltd",

number = "5",

}

TY - JOUR

T1 - Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China

AU - Bai, Z

AU - McAleer, Michael

AU - Wong, WK

PY - 2015

Y1 - 2015

U2 - 10.1080/14697688.2014.943273

DO - 10.1080/14697688.2014.943273

M3 - Article

SN - 1469-7688

VL - 15

SP - 889

EP - 900

JO - Quantitative Finance

JF - Quantitative Finance

IS - 5

ER -