A parametric approach o stochastic dominance : the lognormal case
Yoram Kroll; Haim Levy
| Year of publication: |
1986
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| Authors: | Kroll, Yoram ; Levy, Haim |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 32.1986, 3, p. 283-288
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| Subject: | Portfolio-Theorie | Statistik | Stochastische Prozesse | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003609706