Advancements in stochastic dominance efficiency tests
Markku Kallio, Nasim Dehghan Hardoroudi
| Year of publication: |
2019
|
|---|---|
| Authors: | Kallio, Markku ; Hardoroudi, Nasim Dehghan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 276.2019, 2 (16.7.), p. 790-794
|
| Subject: | Stochastic dominance efficiency | Nth order stochastic dominance | Portfolio efficiency | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012003669