Stochastic dominance efficiency tests under diversification
Timo Kuosmanen
| Year of publication: |
2001
|
|---|---|
| Authors: | Kuosmanen, Timo |
| Publisher: |
Helsinki : Helsinki School of Economics and Business Administration |
| Subject: | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Diversification | Mathematische Optimierung | Mathematical programming | Simulation | Bootstrap-Verfahren | Bootstrap approach | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test |
| Extent: | 27 S graph. Darst |
|---|---|
| Series: | Working papers / Helsinki School of Economics and Business Administration. - Helsinki : [Verlag nicht ermittelbar], ISSN 1235-5674, ZDB-ID 2540746-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 27 |
| ISBN: | 951-791-618-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001584125