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 journalArticlepeer-review

Original languageEnglish
Article number438
JournalJournal of Risk and Financial Management
Volume15
Issue number10
DOIs
Publication statusPublished - 28 Sep 2022

Cite this