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zbMath0577.62029MaRDI QIDQ3698070

Jayant V. Deshpande, Gobind P. Mehta

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

control normal distribution stochastic dominance mean-variance criterion maximization of expected utility two stage procedure known standard returns from investment portfolios Subset selection procedures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical ranking and selection procedures (62F07) Nonparametric inference (62G99)

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