Optimal diversification, stochastic dominance, and sampling error
Mourad Mroua, Fathi Abid and Wing Keung Wong
| Year of publication: |
2017
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|---|---|
| Authors: | Mroua, Mourad ; Abid, Fathi ; Wong, Wing Keung |
| Published in: |
American journal of business : applying research to practice ; AJB. - Bingley : Emerald, ISSN 1935-519X, ZDB-ID 2639250-1. - Vol. 32.2017, 1, p. 48-79
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| Subject: | International diversification | Stochastic dominance | Portfolio re-sampling | Stochastic optimization | Sub-sampling simulation | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Stichprobenerhebung | Sampling | Simulation | Diversifikation | Diversification | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/AJB-04-2015-0014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799619