Please use this identifier to cite or link to this item: https://doi.org/10.1080/13518470601025243
DC FieldValue
dc.titleStochastic dominance analysis of iShares
dc.contributor.authorGasbarro, D.
dc.contributor.authorWong, W.-K.
dc.contributor.authorZumwalt, J.K.
dc.date.accessioned2011-05-03T08:08:59Z
dc.date.available2011-05-03T08:08:59Z
dc.date.issued2007
dc.identifier.citationGasbarro, D.,Wong, W.-K.,Zumwalt, J.K. (2007). Stochastic dominance analysis of iShares. European Journal of Finance 13 (1) : 89-101. ScholarBank@NUS Repository. <a href="https://doi.org/10.1080/13518470601025243" target="_blank">https://doi.org/10.1080/13518470601025243</a>
dc.identifier.issn1351847X
dc.identifier.issn14664364
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/22356
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1080/13518470601025243
dc.sourceScopus
dc.subjectCountry index funds
dc.subjectSharpe ratio
dc.subjectSkewness
dc.subjectStochastic dominance
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.doi10.1080/13518470601025243
dc.description.sourcetitleEuropean Journal of Finance
dc.description.volume13
dc.description.issue1
dc.description.page89-101
dc.identifier.isiutNOT_IN_WOS
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