Pages that link to "Item:Q5093231"
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The following pages link to Testing for the stochastic dominance efficiency of a given portfolio (Q5093231):
Displaying 14 items.
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- On the asymptotic distribution of (generalized) Lorenz transvariation measures (Q1701049) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty (Q6547046) (← links)
- Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests (Q6620915) (← links)
- Inference on Consensus Ranking of Distributions (Q6626251) (← links)
- Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (Q6626325) (← links)
- Stochastic Spanning (Q6634889) (← links)
