Testing for central dominance: method and application
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Publication:503582
DOI10.1016/J.JECONOM.2016.07.008zbMath1403.62187OpenAlexW2547020575MaRDI QIDQ503582
Larry Y. Tzeng, O-Chia Chuang, Chung-Ming Kuan
Publication date: 13 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.008
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
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Cites Work
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