Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
Authors:
- Thi-Hong-Van HoangTHThi-Hong-Van Hoang
- Hooi Hooi LeanHooi Hooi Lean
- Wing-Keung WongWing-Keung Wong
- 1 December 2015
- journal article
- Published by Elsevier in International Review of Financial Analysis
- Vol. 42, 98-108
Abstract
No abstract availableAll Related Versions
Funding Information
- General Research Fund (12502814)
This publication has 34 references indexed in Scilit:
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and ChinaQuantitative Finance, 2014
- Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU TestJournal of Financial Econometrics, 2012
- Test statistics for prospect and Markowitz stochastic dominances with applicationsThe Econometrics Journal, 2011
- Is gold a safe haven? International evidenceJournal of Banking & Finance, 2010
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and GoldFinancial Review, 2010
- Can Precious Metals Make Your Portfolio Shine?The Journal of Investing, 2009
- Consistent Tests for Stochastic DominanceEconometrica, 2003
- What moves the gold market?Journal of Futures Markets, 2001
- Gold price risk and the returns on gold mutual fundsJournal of Economics and Business, 1996
- Diversifying with Gold StocksCFA Magazine, 1990