Test statistics for prospect and Markowitz stochastic dominances with applications

Test statistics for prospect and Markowitz stochastic dominances with applications

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

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Bibliographic Details
Main Authors: Bai, Z., Li, H., Liu, H., Wong, W.-K.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2016
Subjects:
Hypothesis testing
Markowitz stochastic dominance
Prospect stochastic dominance
Risk averse
Risk seeking
RS-shaped utility function
S-shaped utility function
Test statistics
Online Access:http://scholarbank.nus.edu.sg/handle/10635/125063
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/125063

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