Maximum probability dominance and portfolio theory (Q1321114)
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scientific article; zbMATH DE number 557646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum probability dominance and portfolio theory |
scientific article; zbMATH DE number 557646 |
Statements
Maximum probability dominance and portfolio theory (English)
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27 April 1994
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probability dominance
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portfolios of returns
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stochastic dominance
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mean- variance efficiency
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0.9370215
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0.8945386
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0.8933729
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0.8905508
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0.88587457
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0.88427263
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0.87577015
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0.87400055
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