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Versijp, P.J.P.M.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
546 |
Total
Citations
14 |
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Post, Thierry Koc University - Graduate School of Business Versijp, P.J.P.M. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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Stochastic dominance, asset pricing, portfolio efficiency
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Post, Thierry Koc University - Graduate School of Business Versijp, P.J.P.M. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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59
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stochastic dominance, generalized method of moments, asset pricing, market portfolio efficiency, size, B/M and momentum effects
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