Stochastic bounds for reference sets in portfolio analysis
Stelios Arvanitis, Thierry Post, Nikolas Topaloglou
| Year of publication: |
2021
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|---|---|
| Authors: | Arvanitis, Stelios ; Post, Thierry ; Topaloglou, Nikolas |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 12, p. 7737-7754
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| Subject: | portfolio analysis | stochastic dominance | linear programming | subsampling | enhanced benchmarking | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Benchmarking |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3838 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815733