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  • Search: subject:"P-value transformation"
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Year of publication
Subject
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Hypothesis testing 2 Lower partial moments 2 P-value transformation 2 Stochastic dominance 2 Anlageverhalten 1 Behavioural finance 1 CAPM 1 Empirical processes 1 Intertemporal choice 1 Intertemporale Entscheidung 1 Kernel estimation 1 Martingale difference sequence 1 Nichtlineare Regression 1 Nonlinear regression 1 Nonparametric regression 1 Portfolio selection 1 Portfolio-Management 1 Risikoaversion 1 Risk aversion 1 Theorie 1 Theory 1 dynamic risk aversion 1 intertemporal portfolio theory 1 p-value transformation 1 parametric policyrules 1 strategic asset allocation 1 threshold nonlinearities 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Olmo, Jose 2 Gonzalo, Jesus 1 Gonzalo, Jesús 1 Olmo, José 1
Institution
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Departamento de Economía, Universidad Carlos III de Madrid 2
Published in...
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Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 2 Discussion papers in economics and econometrics 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Nonlinear time varying risk aversion and strategic optimal portfolio allocation
Olmo, Jose - 2015
Persistent link: https://www.econbiz.de/10011412827
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Conditional stochastic dominance tests in dynamic settings
Olmo, Jose; Gonzalo, Jesus - Departamento de Economía, Universidad Carlos III de Madrid - 2012
This paper proposes nonparametric consistent tests of conditional stochastic dominance of arbitrary order in a dynamic setting. The novelty of these tests lies in the nonparametric manner of incorporating the information set into the test. The test allows for general forms of unknown serial and...
Persistent link: https://www.econbiz.de/10009653030
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, José - Departamento de Economía, Universidad Carlos III de Madrid - 2010
distribution under the null hypothesis that can be easily approximated by a p-value transformation method. This method has a good …
Persistent link: https://www.econbiz.de/10008740211
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