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ArticleStochastic dominance tests

Nikolas Topaloglou2020

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Articlegreen2020

Stochastic dominance tests

Nikolas Topaloglou · Mike G. Tsionas

3 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Decision-Making and Behavioral Economics Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1995Multivariate Simultaneous Generalized ARCH 1948The Utility Analysis of Choices Involving Risk 1989A Test of the Efficiency of a Given Portfolio 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 1952The Utility of Wealth

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Year2020

Typearticle

Published2020-01-29

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations3

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.jedc.2020.103849

openalex_workW3003669693

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