Standard stochastic dominance
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Publication:320827
DOI10.1016/j.ejor.2015.08.038zbMath1346.91218OpenAlexW3122176530MaRDI QIDQ320827
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.08.038
Related Items (5)
Advancements in stochastic dominance efficiency tests ⋮ The family of alpha,[a,b stochastic orders: risk vs. expected value] ⋮ Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency ⋮ Higher-degree stochastic dominance optimality and efficiency ⋮ DEA models equivalent to general $N$th order stochastic dominance efficiency tests
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- A Test of the Efficiency of a Given Portfolio
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- The Construction of Utility Functions from Expenditure Data
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