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Nonparametric Tests of Models of Investor Behavior

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  • Varian, Hal R.

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Bibliographic Info

Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 18 (1983)
Issue (Month): 03 (September)
Pages: 269-278

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Handle: RePEc:cup:jfinqa:v:18:y:1983:i:03:p:269-278_01

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Cited by:
  1. Crooker, John & Kling, Catherine L., 2000. "Nonparametric Bounds on Welfare Measures: A New Tool for Nonmarket Valuation," Journal of Environmental Economics and Management, Elsevier, vol. 39(2), pages 145-161, March.
  2. Briec, Walter & Kerstens, Kristiaan, 2010. "Portfolio selection in multidimensional general and partial moment space," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 636-656, April.
  3. Ait-Sahalia, Yacine & Duarte, Jefferson, 2003. "Nonparametric option pricing under shape restrictions," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 9-47.
  4. Post, G.T., 2001. "Testing for Stochastic Dominance with Diversification Possibilities," ERIM Report Series Research in Management ERS-2001-38-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  5. Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
  6. Norma Md. Saad & M. Shabri Abd. Majid & Salina Kassim & Zarinah Hamid & Rosylin Mohd. Yusof, 2010. "A comparative analysis of the performance of conventional and Islamic unit trust companies in Malaysia," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(1), pages 24-47, February.
  7. Kim, Taesung, 1996. "Revealed preference theory on the choice of lotteries," Journal of Mathematical Economics, Elsevier, vol. 26(4), pages 463-477.

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