Keyphrases
Stochastic Dominance
93%
Risk Measures
40%
Stock Market Index
40%
Variance Ratio Test
40%
Mean-variance
40%
Coefficient of Variation
40%
Market Efficiency
40%
Variance-to-mean Ratio
40%
Sharpe Ratio
40%
Monte Carlo Simulation
40%
Dominance Measure
40%
Bivariate
40%
Stochastic Risk
40%
Decision Theoretic
40%
Test Statistic
40%
Multivariate Setting
40%
Ratio Test
40%
Multivariate Tests
40%
Multivariate Causality
40%
Causality Test
40%
Nonlinear Granger Causality Test
40%
S-shape
40%
Prospect Stochastic Dominance
40%
Oil Futures
40%
Oil Spot
40%
Markowitz Stochastic Dominance
40%
Chinese Stock Market
40%
Markowitz
26%
Levy
26%
Risk Averter
26%
Risk Seekers
26%
Stochastic Dominance Test
26%
Dominance Theory
26%
S-shaped Utility Function
26%
Specific Group
16%
Conditional VaR
16%
Oil Market
13%
IShares
13%
New Statistics
13%
No Arbitrage Opportunities
13%
West Texas Intermediate
13%
Davidson
13%
Dominance Relation
13%
Ratio Measures
13%
Crude Oil
13%
Bootstrap Method
13%
Equality of Means
13%
Limiting Distribution
13%
Bootstrap Test
13%
Tversky
13%
S-shaped Utility
13%
Kahneman
13%
Internet Stocks
13%
Stochastic Processes
13%
Prospect Theory
13%
Oil Spot Prices
13%
Portfolio Diversification
13%
Stock Index
13%
Three-order
13%
Oil Futures Price
13%
Variation Ratio
13%
Internet Bubble
13%
Future Index
13%
Portfolio Choice
8%
Risk Assessment
8%
Weak Assumption
8%
Non-expected Utility
8%
Rational Investor
8%
Risk Tolerance
8%
Utility Maximization
8%
Stochastic Utility
8%
Logical Connection
8%
Risk-averse Behavior
8%
Downside Risk
8%
VAR Model
8%
Risk Level
8%
Mean-preserving Spread
8%
Mathematics
Stochastic Dominance
80%
Superiority
40%
Mean-Variance
40%
Sharpe Ratio
40%
Stock Market
40%
Ratio Test
40%
Bivariate
40%
Risk Measure
40%
Multivariate Tests
40%
Monte Carlo
40%
Test Statistic
40%
Conditional Var
26%
Standard Deviation
13%
Weaker Assumption
13%
Unbiased Statistic
13%
Utility Maximization
13%
Utility Function
13%
Conditionals
13%
Stochastic Process
6%
Bootstrap Method
6%
Limiting Distribution
6%
Critical Point
6%
Economics, Econometrics and Finance
Investors
100%
Efficient Market Hypothesis
40%
Stock Index
40%
Monte Carlo Simulation
40%
Price
20%
Oil Market
20%
Index Futures
20%
Arbitrage
20%
Portfolio Diversification
20%
Utility Function
16%
Utility Maximization
10%
Portfolio Choice
10%
Measure of Dispersion
10%
Prospect Theory
8%