Stochastic dominance efficiency tests under diversification
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 |
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