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Dominance analysis

2020
This chapter shows how to evaluate the distributional consequences of alternative health programmes using dominance analysis. It explains how to evaluate whether one distribution of health dominates another, in the sense that it is unambiguously preferred according to general ethical principles that value both efficiency and equity.
O'Donnell, Owen, Van Ourti, Tom
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Stochastic Dominance Analysis of iShares [PDF]

open access: possibleThe European Journal of Finance, 2007
Abstract Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Earlier studies provide procedures for determining the statistical significance of stochastic dominance measures and the Sharpe Ratio.
Gasbarro, D., Wong, W.-K., Zumwalt, J.K.
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