Testing for the stochastic dominance efficiency of a given portfolio

First Author: Whang Y

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2012.2712

Publication URI: http://dx.doi.org/10.1920/wp.cem.2012.2712

Type: Working Paper