Bootstrapped Insights into Empirical Applications of Stochastic Dominance

DOI10.1287/mnsc.37.9.1182zbMath0729.90872OpenAlexW2134834978MaRDI QIDQ3355916

Rulon D. Pope, Ray D. Nelson

Publication date: 1991

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.37.9.1182

Mathematics Subject Classification ID

Decision theory (91B06) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study ⋮ A general test for SSD portfolio efficiency ⋮ General linear formulations of stochastic dominance criteria

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