Empirical tests for stochastic dominance efficiency
Year of publication: |
2003
|
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Authors: | Post, Thierry |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 5, p. 1905-1931
|
Subject: | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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