Portfolio efficiency tests based on stochastic dominance and co-integration (Q4283006): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/00207729308949617 / rank | |||
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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| Property / cites work: The Efficiency Analysis of Choices Involving Risk / rank | |||
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| Property / cites work: Nonparametric tests of efficiency of portfolio investment / rank | |||
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| Property / cites work: Q3234482 / rank | |||
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Latest revision as of 12:23, 22 May 2024
scientific article; zbMATH DE number 515412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio efficiency tests based on stochastic dominance and co-integration |
scientific article; zbMATH DE number 515412 |
Statements
Portfolio efficiency tests based on stochastic dominance and co-integration (English)
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11 March 1994
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dynamic portfolio
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stochastic dominance
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