On the relative efficiency of nth order and DARA stochastic dominance rules
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References listed on IDEAS
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- Basso, Antonella & Funari, Stefania, 2001. "A data envelopment analysis approach to measure the mutual fund performance," European Journal of Operational Research, Elsevier, vol. 135(3), pages 477-492, December.
More about this item
KeywordsStochastic Dominance; Decreasing Absolute Risk Aversion; Financial Efficient Sets; Dynamic Programming;
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