Testing for prospect and Markowitz stochastic dominance efficiency
type: Item
instance of: scholarly article
title: Testing for prospect and Markowitz stochastic dominance efficiency
zbMATH Open document ID: 1395.62098
author: Stelios Arvanitis
author: Nikolas Topaloglou
published in: Journal of Econometrics
publication date: 2017-04-26T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6708107
zbMATH Keywords: nonparametric test
zbMATH Keywords: prospect stochastic dominance efficiency
zbMATH Keywords: Markowitz stochastic dominance efficiency
zbMATH Keywords: simplicial complex
zbMATH Keywords: extremal point
zbMATH Keywords: linear programming
zbMATH Keywords: mixed integer programming
zbMATH Keywords: block bootstrap
zbMATH Keywords: consistency
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.01.006
OpenAlex ID: W2182814108
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DOI: 10.1016/J.JECONOM.2017.01.006
description: scientific article; zbMATH DE number 6708107