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Stochastic dominance, efficiency and separation in financial markets - MaRDI portal

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Stochastic dominance, efficiency and separation in financial markets (Q1056657)

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scientific article; zbMATH DE number 3829587
Language Label Description Also known as
English
Stochastic dominance, efficiency and separation in financial markets
scientific article; zbMATH DE number 3829587

    Statements

    title
    Stochastic dominance, efficiency and separation in financial markets (English)
    0 references
    author
    Vijay S. Bawa
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    Daniel L. Goroff
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    publication date
    1983
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    zbMATH Keywords
    separation
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    mean-variance portfolio selection rule
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    distributional approach
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    Identifiers

    zbMATH DE Number
    3829587
    0 references
    OpenAlex ID
    W2018545614
    0 references
     
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