Testing for prospect and Markowitz stochastic dominance efficiency (Q524818)
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scientific article; zbMATH DE number 6708107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for prospect and Markowitz stochastic dominance efficiency |
scientific article; zbMATH DE number 6708107 |
Statements
Testing for prospect and Markowitz stochastic dominance efficiency (English)
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26 April 2017
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nonparametric test
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prospect stochastic dominance efficiency
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Markowitz stochastic dominance efficiency
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simplicial complex
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extremal point
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linear programming
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mixed integer programming
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block bootstrap
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consistency
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