Testing for the stochastic dominance efficiency of a given portfolio (Q5093231)
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scientific article; zbMATH DE number 7563589
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| English | Testing for the stochastic dominance efficiency of a given portfolio |
scientific article; zbMATH DE number 7563589 |
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Testing for the stochastic dominance efficiency of a given portfolio (English)
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26 July 2022
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linear programming
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portfolio choice
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stochastic dominance
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subsampling
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0.914865016937256
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0.8518652319908142
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0.8488966822624207
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0.8435494899749756
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0.8298425078392029
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