Gains from diversification on convex combinations: a majorization and stochastic dominance approach
type: Item
instance of: scholarly article
title: Gains from diversification on convex combinations: a majorization and stochastic dominance approach
zbMATH Open document ID: 1177.90340
author: Wing-Keung Wong
author: Martín Egozcue
published in: European Journal of Operational Research
publication date: 2009-12-10T00:00:00Z
Mathematics Subject Classification ID: 90C27
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5645165
zbMATH Keywords: majorization
zbMATH Keywords: stochastic dominance
zbMATH Keywords: portfolio selection
zbMATH Keywords: expected utility
zbMATH Keywords: diversification
MaRDI profile type: Publication
full work available at URL: j.ejor.2009.01.007
OpenAlex ID: W2126443526
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DOI: 10.1016/J.EJOR.2009.01.007
description: scientific article; zbMATH DE number 5645165