Spanning tests for Markowitz stochastic dominance (Q2190226)

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Spanning tests for Markowitz stochastic dominance
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    Spanning tests for Markowitz stochastic dominance (English)
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    18 June 2020
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    saddle-type point
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    Markowitz stochastic dominance
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    spanning test
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    linear and mixed integer programming
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    reverse S-shaped utility
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