A note on portfolio selection and stochastic dominance

DOI10.1007/S10203-016-0179-ZzbMath1398.91539OpenAlexW2528329495MaRDI QIDQ524901

Mario Menegatti

Publication date: 27 April 2017

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-016-0179-z

zbMATH Keywords

portfoliostochastic dominance\(N\)th-order stochastic dominancethird-order stochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Related Items (2)

A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures ⋮ Changes in multiplicative risks and optimal portfolio choice: new interpretations and results

Cites Work

• New results on high-order risk changes
• Mathematical modeling of quasi-one-dimensional hemodynamics
• New results on the relationship among risk aversion, prudence and temperance
• Stochastic Dominance

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