Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test

Author： Bai Zhidong   Hui Yongchang   Wong Wing-Keung   Zitikis Riardas  

Publisher： Oxford University Press

ISSN： 1479-8417

Source： Journal of Financial Econometrics, Vol.10, Iss.4, 2012-09, pp. : 703-732

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