Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123454399> ?p ?o ?g. }
- W3123454399 abstract "textabstractWe derive empirical tests for stochastic dominance that allow for diversification betweenchoice alternatives. The tests can be computed using straightforward linearprogramming. Bootstrapping techniques and asymptotic distribution theory canapproximate the sampling properties of the test results and allow for statistical inference.Our results could provide a stimulus to the further proliferation of stochastic dominancefor the problem of portfolio selection and evaluation (as well as other choice problemsunder uncertainty that involve diversification possibilities). An empirical application forUS stock market data illustrates our approach." @default.
- W3123454399 created "2021-02-01" @default.
- W3123454399 creator A5066770755 @default.
- W3123454399 date "2001-11-01" @default.
- W3123454399 modified "2023-09-25" @default.
- W3123454399 title "Testing for Stochastic Dominance with Diversification Possibilities" @default.
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