About: Dominance among financial markets

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In this paper, we deal and evaluate the comparison problem among different financial markets using risk/variability measures consistent with investors’ preferences. First, we recall a recent classification of multivariate stochastic orderings consistent with preferences and we properly define the selection problem among different financial markets. Secondly, we propose an empirical financial application where multivariate stochastic orderings consistent with the non-satiable and risk averse investors’ preferences are applied to compare and evaluate the possible dominance among the most developed market in the world (the US stock market) and two European markets (the German stock market and the UK stock market). In this context, we propose an ex-ante and an ex-post evaluation of the dominance among country stock markets. Moreover, in both cases we evaluate the dominance, considering the “oldest” and “youngest” firms of selected countries over previous decade. In this paper, we deal and evaluate the comparison problem among different financial markets using risk/variability measures consistent with investors’ preferences. First, we recall a recent classification of multivariate stochastic orderings consistent with preferences and we properly define the selection problem among different financial markets. Secondly, we propose an empirical financial application where multivariate stochastic orderings consistent with the non-satiable and risk averse investors’ preferences are applied to compare and evaluate the possible dominance among the most developed market in the world (the US stock market) and two European markets (the German stock market and the UK stock market). In this context, we propose an ex-ante and an ex-post evaluation of the dominance among country stock markets. Moreover, in both cases we evaluate the dominance, considering the “oldest” and “youngest” firms of selected countries over previous decade. (en)
Title	Dominance among financial markets Dominance among financial markets (en)
skos:prefLabel	Dominance among financial markets Dominance among financial markets (en)
skos:notation	RIV/61989100:27510/14:86090747!RIV15-MSM-27510___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(ED1.1.00/02.0070), P(EE2.3.20.0296), P(EE2.3.30.0016), P(GA13-13142S), S
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Tichý, Tomáš Ortobelli, Sergio Lozza Petronio, Filomena
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	12165
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/14:86090747
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Multivariate preferences, Stochastic Dominance, Financial Market comparison (en)
http://linked.open.../riv/klicoveSlovo	Financial Market comparison Multivariate preferences Stochastic Dominance
http://linked.open...odStatuVydavatele	GR - Řecká republika
http://linked.open...ontrolniKodProRIV	[4FAC3E75FC66]
http://linked.open...i/riv/nazevZdroje	WSEAS Transactions on Business and Economics
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	3 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Research team for modelling of economic and financial processes at VSB-TU Ostrava Verification of suitability of particular Lévy models for selected issues of financial modeling Opportunities for young researchers IT4Innovations Centre of Excellence
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	11
http://linked.open...iv/tvurceVysledku	Tichý, Tomáš Ortobelli, Sergio Lozza Petronio, Filomena
issn	1109-9526
number of pages	11 (xsd:int)
http://localhost/t...ganizacniJednotka	27510

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