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