Stochastic dominance efficient sets and stochastic spanning
Stelios Arvanitis
| Year of publication: |
2021
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|---|---|
| Authors: | Arvanitis, Stelios |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 1, p. 401-409
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| Subject: | Stochastic dominance relation | Functional inequalities | Efficient set | Stochastic spanning | Saddle-type property | Lower semicontinuity | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00325-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587852