Advancements in stochastic dominance efficiency tests
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Publication:666998
DOI10.1016/j.ejor.2018.12.014zbMath1431.91362OpenAlexW2905380795MaRDI QIDQ666998
Nasim Dehghan Hardoroudi, Markku Kallio
Publication date: 12 March 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://aaltodoc.aalto.fi/handle/123456789/43785
Inequalities; stochastic orderings (60E15) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
Related Items (5)
Portfolio diversification based on stochastic dominance under incomplete probability information ⋮ Operational asymptotic stochastic dominance ⋮ Interval-based stochastic dominance: theoretical framework and application to portfolio choices ⋮ Incomplete risk-preference information in portfolio decision analysis ⋮ Central moments, stochastic dominance, moment rule, and diversification with an application
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