Mean-variance portfolio optimization of energy stocks supported with second order stochastic dominance efficiency
Celal Barkan Guran, Umut Ugurlu, Oktay Tas
| Year of publication: |
2019
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|---|---|
| Authors: | Guran, Celal Barkan ; Ugurlu, Umut ; Tas, Oktay |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 69.2019, 4, p. 366-383
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| Subject: | different return-risk levels | fossil fuels energy stocks | mean-variance portfolio optimization | pairwise efficiency | second order stochastic dominance | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Theorie | Theory | Fossile Energie | Fossil fuel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137447