Testing for prospect and Markowitz stochastic dominance efficiency
Year of publication: |
June 2017
|
---|---|
Authors: | Arvanitis, Stelios ; Topaloglou, Nikolas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 253-270
|
Subject: | Non parametric test | Prospect stochastic dominance efficiency | Markowitz stochastic dominance efficiency | Simplicial complex | Extremal point | Linear programming | Mixed integer programming | Block bootstrap | Consistency | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach |
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