Post, Post, G.T.; Versijp, Versijp, P.J.P.M. - Erasmus Research Institute of Management (ERIM), … - 2004
We develop an empirical test for Second-order Stochastic Dominance (SSD) efficiency of a given investment portfolio …, Empirical tests for stochastic dominance efficiency, Journal of Finance 58, 1905—1932, our test is embedded in the Generalized …