Stochastic Dominance: Convexity and Some Efficiency Tests
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More about this item
Keywords
Stochastic Dominance; Convexity; Risk Aversion; Efficiency;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2010-05-15 (Operations Research)
- NEP-UPT-2010-05-15 (Utility Models and Prospect Theory)
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