Technical Appendix of: Stochastic Bounds for Benchmark Sets in Portfolio Analysis
25 Pages Posted: 23 Jul 2019 Last revised: 2 Jun 2020
Date Written: July 21, 2019
This supplementary Technical Appendix contains formal proofs of the propositions which are stated in Anyfantaki, S., S. Arvanitis, S., Th. Post, Th. and N. Topaloglou, 2019, 'Stochastic Bounds for Portfolio Analysis', available at SSRN:https://ssrn.com/abstract=3181869 or http://dx.doi.org/10.2139/ssrn.3181869, together with additional results and references.
Keywords: Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming
JEL Classification: C61, D81, G11
Suggested Citation: Suggested Citation