Empirical tests for stochastic dominance optimality
Year of publication: |
March 2017
|
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Authors: | Post, Thierry |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 2, p. 793-810
|
Subject: | Dominanztest | Stochastic dominance test | Entscheidung unter Risiko | Decision under risk | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
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