Second order stochastic dominance, reward-risk portfolio selection and the CAPM
Year of publication: |
2005
|
---|---|
Authors: | De Giorgi, Enrico ; Post, Thierry |
Publisher: |
Zürich : Inst. for Empirical Research in Economics |
Subject: | CAPM | Schätzung | Estimation | Kapitaleinkommen | Capital income | USA | United States | Entscheidung unter Unsicherheit | Decision under uncertainty |
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