Diversification for infinite-mean Pareto models without risk aversion
Yuyu Chen, Taizhong Hu, Ruodu Wang, Zhenfeng Zou
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Yuyu ; Hu, Taizhong ; Wang, Ruodu ; Zou, Zhenfeng |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 323.2025, 1 (16.5.), p. 341-350
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| Subject: | First-order stochastic dominance | Majorization order | Pareto distributions | Portfolio diversification | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Pareto-Optimum | Pareto efficiency | Diversifikation | Diversification | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2025.01.039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015415630