Pages that link to "Item:Q3160940"
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The following pages link to Testing for Stochastic Dominance Efficiency (Q3160940):
Displaying 35 items.
- Standard stochastic dominance (Q320827) (← links)
- Measuring human development: a stochastic dominance approach (Q356754) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Advancements in stochastic dominance efficiency tests (Q666998) (← links)
- Average testing and Pareto efficiency (Q694740) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
- Stochastic dominance efficient sets and stochastic spanning (Q2044829) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- A new efficiency test for ranking investments: application to hedge fund performance (Q2311175) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- A new stochastic dominance criterion for dependent random variables with applications (Q2681456) (← links)
- Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
- Conditional stochastic dominance tests in dynamic settings (Q2921201) (← links)
- Portfolio efficiency tests based on stochastic dominance and co-integration (Q4283006) (← links)
- Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data (Q4302925) (← links)
- (Q4311435) (← links)
- Empirical Tests for Stochastic Dominance Optimality (Q4555660) (← links)
- Testing for the stochastic dominance efficiency of a given portfolio (Q5093231) (← links)
- NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING (Q5255870) (← links)
- Testing for positive expectation dependence (Q5963706) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests (Q6620915) (← links)
- Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (Q6626325) (← links)
- Stochastic Spanning (Q6634889) (← links)