Spanning and Intersection : A Stochastic Dominance Approach

We propose linear programming tests for spanning and intersection based on stochasticdominance rather than mean-variance analysis. An empirical application investigates thediversification benefits to US investors from emerging equity markets

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Year of publication:	2009
Authors:	Post, Thierry
Publisher:	[S.l.] : SSRN
Subject:	Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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Extent:	1 Online-Ressource (20 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2001, 11 erstellt
Classification:	G3 - Corporate Finance and Governance ; C69 - Mathematical Methods and Programming. Other ; C19 - Econometric and Statistical Methods: General. Other
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014031502