38 citations to https://www.mathnet.ru/rus/tvp2387
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Stelios Arvanitis, Olivier Scaillet, Nikolas Topaloglou, “Spanning tests for Markowitz stochastic dominance”, Journal of Econometrics, 217:2 (2020), 291
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Stelios Arvanitis, O. Scaillet, Nikolas Topaloglou, “Spanning Tests for Markowitz Stochastic Dominance”, SSRN Journal, 2018
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Sergio I. López, Leandro P. R. Pimentel, “On the location of the maximum of a process: Lévy, Gaussian and Random field cases”, Stochastics, 90:8 (2018), 1221
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Miguel A. Delgado, Juan Carlos Escanciano, “Distribution-free tests of conditional moment inequalities”, Journal of Statistical Planning and Inference, 173 (2016), 99
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Stelios Arvanitis, Mark S Hallam, Thierry Post, “Portfolio Efficiency and Stochastic Spanning”, SSRN Journal, 2015
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Miguel A. Delgado, Juan Carlos Escanciano, “Conditional Stochastic Dominance Testing”, Journal of Business & Economic Statistics, 31:1 (2013), 16
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Denis Belomestny, Volker Krätschmer, “Central Limit Theorems for Law-Invariant Coherent Risk Measures”, Journal of Applied Probability, 49:1 (2012), 1
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Miguel A. Delgado, Juan Carlos Escanciano, “Distribution-free tests of stochastic monotonicity”, Journal of Econometrics, 170:1 (2012), 68
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Andreas Hagemann, “Robust Spectral Analysis”, SSRN Journal, 2011
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Arie Beresteanu, Francesca Molinari, “Asymptotic Properties for a Class of Partially Identified Models”, Econometrica, 76:4 (2008), 763