Stochastic Dominance: Convexity and Some Efficiency Tests

This paper points out the importance of Stochastic Dominance (SD) efficient sets being convex. We review

Year of publication:	2009-12-09
Authors:	Lizyayev, Andrey M.
Institutions:	Tinbergen Institute
Subject:	Stochastic Dominance \| Convexity \| Risk Aversion \| Efficiency

Extent:	application/pdf
Series:	Tinbergen Institute Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Tinbergen Institute Discussion Papers Number 09-112/2
Classification:	G11 - Portfolio Choice ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008513225