Advancements in stochastic dominance efficiency tests

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Journal ISSN
Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
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Author
Date
2019-07-16
Department
Department of Information and Service Management
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Mcode
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Language
en
Pages
5
790-794
Series
European Journal of Operational Research, Volume 276, issue 2
Abstract
We present new results for fourth and fifth order stochastic dominance (FOSD and FISD, respectively) circumventing shortcomings in Post and Kopa (2013) and Fang and Post (2017).
Description
Keywords
Nth order stochastic dominance, Portfolio efficiency, Stochastic dominance efficiency
Other note
DOI
10.1016/j.ejor.2018.12.014
Citation
Kallio , M & Dehghan Hardoroudi , N 2019 , ' Advancements in stochastic dominance efficiency tests ' , European Journal of Operational Research , vol. 276 , no. 2 , pp. 790-794 . https://doi.org/10.1016/j.ejor.2018.12.014
Permanent link to this item
https://urn.fi/URN:NBN:fi:aalto-202002122121
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[article-cris] Palvelut / Services