Advancements in stochastic dominance efficiency tests
Markku Kallio and
Nasim Dehghan Hardoroudi
European Journal of Operational Research, 2019, vol. 276, issue 2, 790-794
We present new results for fourth and fifth order stochastic dominance (FOSD and FISD, respectively) circumventing shortcomings in Post and Kopa (2013) and Fang and Post (2017).
Keywords: Stochastic dominance efficiency; Nth order stochastic dominance; Portfolio efficiency (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:276:y:2019:i:2:p:790-794
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