Test statistics for prospect and Markowitz stochastic dominances with applications

• Main Authors: Bai, Z., Li, H., Liu, H., Wong, W.-K.
• 其他作者: STATISTICS & APPLIED PROBABILITY
• 格式: Article
• 出版: 2016
• 主題: Hypothesis testing; Markowitz stochastic dominance; Prospect stochastic dominance; Risk averse; Risk seeking; RS-shaped utility function; S-shaped utility function; Test statistics
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/125063
• 機構: National University of Singapore

10.1111/j.1368-423X.2011.00348.x