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

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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",

month = sep,

day = "28",

doi = "10.3390/jrfm15100438",

language = "English",

volume = "15",

journal = "Journal of Risk and Financial Management",

issn = "1911-8074",

publisher = "MDPI",

number = "10",

}

TY - JOUR

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

Y1 - 2022/9/28

U2 - 10.3390/jrfm15100438

DO - 10.3390/jrfm15100438

M3 - Article

SN - 1911-8074

VL - 15

JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

IS - 10

M1 - 438

ER -