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

id	sg-nus-scholar.10635-125063
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spelling	sg-nus-scholar.10635-1250632024-11-10T18:52:36Z Test statistics for prospect and Markowitz stochastic dominances with applications Bai, Z. Li, H. Liu, H. Wong, W.-K. STATISTICS & APPLIED PROBABILITY Hypothesis testing Markowitz stochastic dominance Prospect stochastic dominance Risk averse Risk seeking RS-shaped utility function S-shaped utility function Test statistics 10.1111/j.1368-423X.2011.00348.x Econometrics Journal 14 2 278-303 2016-06-02T10:30:21Z 2016-06-02T10:30:21Z 2011-07 Article Bai, Z., Li, H., Liu, H., Wong, W.-K. (2011-07). Test statistics for prospect and Markowitz stochastic dominances with applications. Econometrics Journal 14 (2) : 278-303. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1368-423X.2011.00348.x 13684221 http://scholarbank.nus.edu.sg/handle/10635/125063 000291399900008 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Hypothesis testing Markowitz stochastic dominance Prospect stochastic dominance Risk averse Risk seeking RS-shaped utility function S-shaped utility function Test statistics
spellingShingle	Hypothesis testing Markowitz stochastic dominance Prospect stochastic dominance Risk averse Risk seeking RS-shaped utility function S-shaped utility function Test statistics Bai, Z. Li, H. Liu, H. Wong, W.-K. Test statistics for prospect and Markowitz stochastic dominances with applications
description	10.1111/j.1368-423X.2011.00348.x
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z. Li, H. Liu, H. Wong, W.-K.
format	Article
author	Bai, Z. Li, H. Liu, H. Wong, W.-K.
author_sort	Bai, Z.
title	Test statistics for prospect and Markowitz stochastic dominances with applications
title_short	Test statistics for prospect and Markowitz stochastic dominances with applications
title_full	Test statistics for prospect and Markowitz stochastic dominances with applications
title_fullStr	Test statistics for prospect and Markowitz stochastic dominances with applications
title_full_unstemmed	Test statistics for prospect and Markowitz stochastic dominances with applications
title_sort	test statistics for prospect and markowitz stochastic dominances with applications
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125063
_version_	1821184116153909248

Test statistics for prospect and Markowitz stochastic dominances with applications

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