Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506): Difference between revisions

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+MaRDI publication profile
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+Toward an empirical analysis of polarization
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+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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+Asymptotic properties of eigenmatrices of a large sample covariance matrix
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+Multivariate linear and nonlinear causality tests
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+Prospect Theory and Asset Prices
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+Consistent Tests for Stochastic Dominance
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+Prospect Theory, Indifference Curves, and Hedging Risks
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+Inference for Lorenz curve orderings
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+Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
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+Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
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+Gains from diversification on convex combinations: a majorization and stochastic dominance approach
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+The Efficiency Analysis of Choices Involving Risk
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+Testing for stochastic dominance using the weighted McFadden-type statistic
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+Prospect Theory: An Analysis of Decision under Risk
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+Discrete choice and stochastic utility maximization
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+A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
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+Prospect Theory: Much Ado About Nothing?
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+Extension of stochastic dominance theory to random variables
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+Consistent Testing for Stochastic Dominance under General Sampling Schemes
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+Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+On the dual test for SSD efficiency With an application to momentum investment strategies
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+TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
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+Advances in prospect theory: cumulative representation of uncertainty
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+Generalization of the Theorem of Glivenko-Cantelli
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+Stochastic dominance theory for location-scale family
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+Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
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+Prospect and Markowitz stochastic dominance
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+A note on convex stochastic dominance
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+Preferences over location-scale family
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