Almost marginal conditional stochastic dominance
Year of publication: |
2014
|
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Authors: | Denuit, Michel ; Huang, Rachel J. ; Tzeng, Larry Y. ; Wang, Christine W. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 41.2014, p. 57-66
|
Subject: | Marginal conditional stochastic dominance | Almost stochastic dominance | Asset allocation | Optimal investment | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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