Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506): Difference between revisions
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Latest revision as of 00:17, 25 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test statistics for prospect and Markowitz stochastic dominances with applications |
scientific article |
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Test statistics for prospect and Markowitz stochastic dominances with applications (English)
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27 July 2011
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hypothesis testing
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Markowitz stochastic dominance
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prospect stochastic dominance
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risk averse
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risk seeking
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RS-shaped utility function
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S-shaped utility function
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test statistics
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