About: Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison     Goto   Sponge   NotDistinct   Permalink

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  • We propose efficiency tests which are related to the third-degree stochastic dominance (TSD). The tests are based on necessary conditions for TSD and on related mean-risk models. We test pairwise efficiency as well as portfolio efficiency with respect to full diversification of available assets.
  • We propose efficiency tests which are related to the third-degree stochastic dominance (TSD). The tests are based on necessary conditions for TSD and on related mean-risk models. We test pairwise efficiency as well as portfolio efficiency with respect to full diversification of available assets. (en)
Title
  • Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison
  • Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison (en)
skos:prefLabel
  • Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison
  • Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison (en)
skos:notation
  • RIV/67985556:_____/11:00379684!RIV13-AV0-67985556
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
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  • I, P(GAP402/10/1610), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
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  • 235276
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  • RIV/67985556:_____/11:00379684
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  • stochastic dominance; stochastic dominance efficiency; DEA efficiency; mean-risk efficiency (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [9CAF5F73D2D2]
http://linked.open...v/mistoKonaniAkce
  • Jánska Dolina
http://linked.open...i/riv/mistoVydani
  • Prague
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  • Mathematical Methods in Economics 2011
http://linked.open...in/vavai/riv/obor
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http://linked.open...vavai/riv/projekt
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  • Branda, Martin
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http://linked.open...ain/vavai/riv/wos
  • 000309074600010
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Proffesional publishing
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  • 978-80-7431-058-4
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