Revisiting almost marginal conditional stochastic dominance
Tzu-Ying Chen, An-Mei Tsai, Larry Y. Tzeng
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Tzu-Ying ; Tsai, An-Mei ; Tzeng, Larry Y. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 85.2022, p. 260-269
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| Subject: | Almost stochastic dominance | Efficient portfolios | Marginal conditional stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.03.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336294