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A nonparametric test for marginal conditional stochastic dominance

This paper offers a nonparametric statistics test for Marginal Conditional Stochastic Dominance, that is then applied to a sample of stock returns. The test has three purposes: first, it offers a relatively simpleway to test for Stochastic Dominance, that is lacking in the literature. Second, it can be used to ‘filter’ results, aiding the decision taking of an agent who wants to satisfy a large group of investors whose preferences are not accurately known. Third, it can be used by a principal to check if an agent is acting in good faith.