Testing for the stochastic dominance efficiency of a given portfolio

DOI10.1111/ectj.12016OpenAlexW1805161355MaRDI QIDQ5093231

Thierry Post, Oliver B. Linton, Yoon-Jae Whang

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12016

zbMATH Keywords

linear programmingstochastic dominanceportfolio choicesubsampling

Mathematics Subject Classification ID

Statistics (62-XX)

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