An improved criterion for almost marginal conditional stochastic dominance
Wei-Han Liu, Jow-Ran Chang, Guo-Jun Yang
| Year of publication: |
2024
|
|---|---|
| Authors: | Liu, Wei-Han ; Chang, Jow-Ran ; Yang, Guo-Jun |
| Subject: | Almost stochastic dominance | Asset allocation | Marginal conditional stochastic dominance | Optimal investment | Option-based strategy index | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01235-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014504640