Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

By Z. Bai, Hua Li, Huixia Liu, Wing-Keung Wong. 2011

81 citations recorded by the source corpus.

Subfields: General Decision Sciences, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d8bd6e4c007a11794d83712931e0b6f0aabee36e