Stochastic dominance algorithms with application to mutual fund performance evaluation
Sree Vinutha Venkataraman, S. V. D. Nageswara Rao
| Year of publication: |
2023
|
|---|---|
| Authors: | Venkataraman, Sree Vinutha ; Rao, S. V. D. Nageswara |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 681-698
|
| Subject: | first-order stochastic dominance algorithm | investment analysis | second-order stochastic dominance algorithm | third-order stochastic dominance algorithm | Stochastischer Prozess | Stochastic process | Theorie | Theory | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253273