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Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2018
-
Current draft: January 2018
Using properties of the cdf of a random variable defined as a
saddle-type
point
of a real valued continuous stochastic …
Persistent link: https://www.econbiz.de/10011877232
Saved in:
2
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
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