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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書目詳細資料
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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