Second order of stochastic dominance efficiency vs mean variance efficiency
Matteo Malavasi, Sergio Ortobelli Lozza, Stefan Trück
| Year of publication: |
2021
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|---|---|
| Authors: | Malavasi, Matteo ; Ortobelli Lozza, Sergio ; Trück, Stefan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 290.2021, 3 (1.5.), p. 1192-1206
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| Subject: | Efficient set | Investment analysis | Mean variance | Multiple objective programming | Stochastic dominance | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | CAPM | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.08.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495268