Test statistics for prospect and Markowitz stochastic dominances with applications
Zhidong Bai, Hua Li, Huixia Liu and Wing-Keung Wong
| Year of publication: |
2011
|
|---|---|
| Authors: | Bai, Zhidong ; Li, Hua ; Liu, Huixia ; Wong, Wing Keung |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 14.2011, 2, p. 278-303
|
| Subject: | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009382631