Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Short communication: mean-stochastic-dominance portfolio selection in continuous time - MaRDI portal

Short communication: mean-stochastic-dominance portfolio selection in continuous time

From MaRDI portal

Publication:6648325

Jump to:navigation, search

DOI10.1137/24m1640677MaRDI QIDQ6648325

Jiaqin Wei, Yiyun Wang, Jian-ming Xia

Publication date: 4 December 2024

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic dominance quantile formulation mean-risk portfolio selection

Mathematics Subject Classification ID

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

This page was built for publication: Short communication: mean-stochastic-dominance portfolio selection in continuous time

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6648325&oldid=40223114"