Thierry Post

Selected Publications

Journal Article
Testing for the stochastic dominance efficiency of a given portfolio

We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]

Oliver Linton, Thierry Post, Yoon-Jae Whang
1 June 2014 | Journal Article

Previous version

Testing for the stochastic dominance efficiency of a given portfolio
Oliver Linton, Yoon-Jae Whang
21 September 2012 | CWP27/12
Testing for the stochastic dominance efficiency of a given portfolio

We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]

Oliver Linton, Thierry Post, Yoon-Jae Whang
19 May 2014 | Journal Article
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