Novel approaches for portfolio construction using second order stochastic dominance (Q1789608)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Novel approaches for portfolio construction using second order stochastic dominance |
scientific article; zbMATH DE number 6950375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel approaches for portfolio construction using second order stochastic dominance |
scientific article; zbMATH DE number 6950375 |
Statements
Novel approaches for portfolio construction using second order stochastic dominance (English)
0 references
10 October 2018
0 references
portfolio optimisation
0 references
stochastic dominance
0 references
reference distribution
0 references
left tail
0 references
downside risk
0 references
0 references
0 references
0 references
0 references
