Asset Details

  • Description:
  • In‐sample period daily return of each index in data set A.
  • License:
  • Rights Managed
  • Rights Holder:
  • John Wiley & Sons, Inc.
  • License Rights Holder:
  • © 2021 The Authors.
  • Asset Type:
  • Image
  • Asset Subtype:
  • Chart/Graph
  • Image Orientation:
  • Landscape
  • Image Dimensions:
  • 1000 x 623
  • Image File Size:
  • 164 KB
  • Creator:
  • Teodor G. Crainic, Mario Guajardo, Debjit Roy, Stein W. Wallace, Anubha Goel, Amita Sharma
  • Credit:
  • Crainic, T. G., Guajardo, M., Roy, D., Wallace, S. W., Goel, A., & Sharma, A. (2021). Deviation measure in second‐order stochastic dominance with an application to enhanced indexing. International Transactions in Operational Research, 28(4), 2218-2247. https://doi.org/10.1111/itor.12629.
  • Collection:
  • Keywords:
  • Restrictions:
  • Property Release:
  • No
  • Model Release:
  • No
  • Purchasable:
  • Yes
  • Sensitive Materials:
  • No
  • Article Authors:
  • Teodor G. Crainic, Mario Guajardo, Debjit Roy, Stein W. Wallace, Anubha Goel, Amita Sharma
  • Article Copyright Year:
  • 2021
  • Publication Volume:
  • 28
  • Publication Issue:
  • 4
  • Publication Date:
  • 07/01/2021
  • DOI:
  • https://doi.org/10.1111/itor.12629

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