A State-of-the-Art Fund Performance Index: Higher-Order Omega and Its Consistency with Almost Stochastic Dominance

Hengzhen Lu, Yingying Zhang, Ling Xiao, Gurjeet Dhesi

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	438
Journal	Journal of Risk and Financial Management
Volume	15
Issue number	10
DOIs	https://doi.org/10.3390/jrfm15100438
Publication status	Published - 28 Sept 2022

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title = "A State-of-the-Art Fund Performance Index: Higher-Order Omega and Its Consistency with Almost Stochastic Dominance",

author = "Hengzhen Lu and Yingying Zhang and Ling Xiao and Gurjeet Dhesi",

year = "2022",

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language = "English",

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T1 - A State-of-the-Art Fund Performance Index

T2 - Higher-Order Omega and Its Consistency with Almost Stochastic Dominance

AU - Lu, Hengzhen

AU - Zhang, Yingying

AU - Xiao, Ling

AU - Dhesi, Gurjeet

PY - 2022/9/28

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U2 - 10.3390/jrfm15100438

DO - 10.3390/jrfm15100438

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JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

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