Testing for Stochastic Dominance Efficiency
Year of publication: |
2005-07
|
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Authors: | Scaillet, Olivier ; Topaloglou, Nikolas |
Institutions: | Swiss Finance Institute |
Subject: | Nonparametric | Stochastic Ordering | Dominance Efficiency | Linear Programming | Mixed Integer Programming | Simulation | Bootstrap |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C44 - Statistical Decision Theory; Operations Research ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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Testing for Stochastic Dominance Efficiency
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Investors' behavior in alternative asset classes
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Testing for Stochastic Dominance Efficiency
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