A lattice approach to the Beta distribution induced by stochastic dominance : theory and applications
Yann Braouezec, John Cagnol
| Year of publication: |
2023
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|---|---|
| Authors: | Braouezec, Yann ; Cagnol, John |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 74.2023, 6, p. 1424-1442
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| Subject: | Beta distribution | lattice structure and Hasse diagram | portfolio choices and exhaustive numerical analysis | second-order stochastic dominance | topological closure | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Betafaktor | Beta risk | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2022.2096500 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335393