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On relations between DEA-risk models and stochastic dominance efficiency tests

✍ Scribed by Branda, Martin; Kopa, MiloÅ¡

Book ID
120591362
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
264 KB
Volume
22
Category
Article
ISSN
1435-246X

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We consider the problem of constructing mean-risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analysis we develop the quantile model of stochastic dominance for general distributions. This allows us to show that several