Stochastic dominance tests

DOI10.1016/j.jedc.2020.103849OpenAlexW3003669693MaRDI QIDQ2177995

Mike G. Tsionas, Nikolas Topaloglou

Publication date: 7 May 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103849

zbMATH Keywords

linear programmingMarkov chain Monte Carlostochastic dominanceprospect stochastic dominanceposterior analysisMarkowitz stochastic dominance

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• MINLPB4

Cites Work

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