Spanning tests for Markowitz stochastic dominance (Q2190226)
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scientific article; zbMATH DE number 7213051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spanning tests for Markowitz stochastic dominance |
scientific article; zbMATH DE number 7213051 |
Statements
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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0.9142733
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0.9069251
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0.88943887
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0.88692296
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0.8843726
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0.8606938
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0.8591083
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0.85577804
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0.8507839
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