Portfolio diversification based on stochastic dominance under incomplete probability information
Juuso Liesiö, Peng Xu, Timo Kuosmanen
| Year of publication: |
2020
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|---|---|
| Authors: | Liesiö, Juuso ; Xu, Peng ; Kuosmanen, Timo |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 286.2020, 2 (16.10.), p. 755-768
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| Subject: | Decision analysis | Finance | Incomplete probability information | Portfolio diversification | Stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.03.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012291566