Abstrakt
The habilitation thesis deals with portfolio efficiency testing with respect to stochastic dominance criteria. The main author's results published in attached papers are summarized in a unified manner in Chapters 2-5 what makes this publication more compact. Chapter 1 serves as an introduction to the decision making theory under risk. The main body of this habilitation thesis is divided into four chapters corresponding, respectively, to the most important areas of portfolio efficiency testing with respect to stochastic dominance criteria:
1. Chapter 2: Portfolio efficiency tests with respect to the first-order stochastic dominance (FSD) criterion
2. Chapter 3: Portfolio efficiency tests with respect to the second-order stochastic dominance (SSD) criterion
3. Chapter 4: Portfolio efficiency tests with respect to higher order stochastic dominance (NSD) criteria
4. Chapter 5: Robustness and contamination in portfolio efficiency tests with respect to the second-order stochastic dominance criterion