FAME - International Center for Financial Asset Management and Engineering A Kolmogorov-Smirnov type test for shortfall dominance Research Paper N°143 May 2005 Michel DENUIT Institut des Sciences Actuarielles & de Statistique, Université de Louvain against parametric alternatives Anne-Cécile GODERNIAUX Institut Supérieur Industriel Pierrard, Haute Ecole Blaise Pascal Virton Olivier SCAILLET HEC, University of Geneva and FAME