Testing for prospect and Markowitz stochastic dominance efficiency
Stelios Arvanitis, Nikolas Topaloglou
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Arvanitis, Stelios ; Topaloglou, Nikolas |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 253-270
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| Subject: | Non parametric test | Prospect stochastic dominance efficiency | Markowitz stochastic dominance efficiency | Simplicial complex | Extremal point | Linear programming | Mixed integer programming | Block bootstrap | Consistency | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoaversion | Risk aversion | Simulation | Ganzzahlige Optimierung | Integer programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818790