Test statistics for prospect and Markowitz stochastic dominances with applications

Author:

Bai Zhidong1,Li Hua12,Liu Huixia23,Wong Wing‐Keung4

Affiliation:

1. KLASMOE, School of Mathematics and Statistics, Northeast Normal University, 5268 Ren Min Street, Chang Chun City, Ji Lin Province, China (130024)

2. School of Mathematics and Statistics, Northeast Normal University, 5268 Ren Min Street, Chang Chun City, Ji Lin Province, China (130024)

3. Department of Statistics and Applied Probability, National University of Singapore, 21 Lower Kent Ridge Road, Singapore 119077

4. Department of Economics, Hong Kong Baptist University, WLB, Shaw Campus Kowloon Tong, Hong Kong

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

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