Testing for the stochastic dominance efficiency of a given portfolio
Oliver Linton, Thierry Post and Yoon-Jae Whang
| Year of publication: |
2014
|
|---|---|
| Authors: | Linton, Oliver ; Post, Thierry ; Whang, Yoon-jae |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 2, p. 59-74
|
| Subject: | Linear programming | Portfolio choice | Stochastic dominance | Subsampling | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498726