Nonparametric tests of efficiency of portfolio investment
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Publication:1119145
DOI10.1007/BF01227605zbMath0669.90010MaRDI QIDQ1119145
Publication date: 1989
Published in: Journal of Economics (Search for Journal in Brave)
62P20: Applications of statistics to economics
91B06: Decision theory
91B82: Statistical methods; economic indices and measures
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Portfolio efficiency tests based on stochastic dominance and co-integration, Maximum probability dominance and portfolio theory, Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function, Robust decisions in economic models
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