Testing for the stochastic dominance efficiency of a given portfolio (Q5093231)
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scientific article; zbMATH DE number 7563589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the stochastic dominance efficiency of a given portfolio |
scientific article; zbMATH DE number 7563589 |
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Testing for the stochastic dominance efficiency of a given portfolio (English)
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26 July 2022
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linear programming
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portfolio choice
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stochastic dominance
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subsampling
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