Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
Andrey Lizyayev
| Year of publication: |
2012
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|---|---|
| Authors: | Lizyayev, Andrey |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 196.2012, p. 391-410
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009581378