Bibliography

Conference Paper (international conference)

Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison

: Mathematical Methods in Economics 2011, p. 1-6

: Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011)

: CEZ:AV0Z10750506

: stochastic dominance, stochastic dominance eﬃciency, DEA eﬃciency, mean-risk eﬃciency

: http://library.utia.cas.cz/separaty/2012/E/branda-third-degree stochastic dominance and dea effciency-relations and numerical comparison.pdf

(eng): 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.

: BB