Testing for prospect and Markowitz stochastic dominance efficiency (Q524818)

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Testing for prospect and Markowitz stochastic dominance efficiency
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    Testing for prospect and Markowitz stochastic dominance efficiency (English)
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    26 April 2017
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    nonparametric test
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    prospect stochastic dominance efficiency
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    Markowitz stochastic dominance efficiency
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    simplicial complex
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    extremal point
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    linear programming
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    mixed integer programming
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    block bootstrap
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    consistency
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