Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578)
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scientific article; zbMATH DE number 6928479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization based on stochastic dominance and empirical likelihood |
scientific article; zbMATH DE number 6928479 |
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Portfolio optimization based on stochastic dominance and empirical likelihood (English)
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29 August 2018
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stochastic dominance
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empirical likelihood
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portfolio optimization
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momentum strategies
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non-Gaussian multivariate return distributions
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linear programming
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