Portfolio optimization based on stochastic dominance and empirical likelihood
Thierry Post, Selçuk Karabatı, Stelios Arvanitis
| Year of publication: |
2018
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|---|---|
| Authors: | Post, Thierry ; Karabati, Selcuk ; Arvanitis, Stelios |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 1, p. 167-186
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| Subject: | Empirical likelihood | Momentum strategies | Portfolio optimization | Stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | 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.jeconom.2018.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110374