» Spanning tests for Markowitz stochastic dominance

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Articles | 2020

Spanning tests for Markowitz stochastic dominance

Authors:Stelios Arvanitis; Olivier Scaillet; Nikolas Topaloglou

http://doi.org/10.1016/j.jeconom.2019.12.005

Journal:Journal of Econometrics

Publisher:Elsevier BV

Issn:0304-4076

Volume:217

Issue:2

Year:2020