Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
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- Milos Kopa & Kristina Sutiene & Audrius Kabasinskas & Ausrine Lakstutiene & Aidas Malakauskas, 2022. "Dominance Tracking Index for Measuring Pension Fund Performance with Respect to the Benchmark," Sustainability, MDPI, vol. 14(15), pages 1-28, August.
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Keywords
stochastic dominance; pension funds; decision rules; network analysis; dominance ratio; semi-heavy tailed distribution;All these keywords.
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