Pages that link to "Item:Q5093231"
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The following pages link to Testing for the stochastic dominance efficiency of a given portfolio (Q5093231):
Displaying 27 items.
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Advancements in stochastic dominance efficiency tests (Q666998) (← links)
- Nonparametric tests of efficiency of portfolio investment (Q1119145) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- On the asymptotic distribution of (generalized) Lorenz transvariation measures (Q1701049) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← 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)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- A strategy-proof test of portfolio returns (Q2869957) (← links)
- Conditional stochastic dominance tests in dynamic settings (Q2921201) (← links)
- Testing for Stochastic Dominance Efficiency (Q3160940) (← links)
- Non-parametric tests of portfolio efficiency under static and dynamic conditions† (Q3982043) (← 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)
- Empirical Tests for Stochastic Dominance Optimality (Q4555660) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty (Q6547046) (← links)
- Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests (Q6620915) (← links)
- Inference on Consensus Ranking of Distributions (Q6626251) (← links)
- Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (Q6626325) (← links)
- Stochastic Spanning (Q6634889) (← links)