Technical Appendix of : Stochastic Bounds for Benchmark Sets in Portfolio Analysis

This supplementary Technical Appendix contains formal proofs of the propositions which are stated in Anyfantaki, S., S. Arvanitis, S., Th. Post, Th. and N. Topaloglou, 2019, 'Stochastic Bounds for Portfolio Analysis', available at SSRN:"https://ssrn.com/abstract=3181869 " https://ssrn.com/abstract=3181869 or "http://dx.doi.org/10.2139/ssrn.3181869" http://dx.doi.org/10.2139/ssrn.3181869, together with additional results and references

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Year of publication:	2020
Authors:	Arvanitis, Stelios
Other Persons:	Post, Thierry (contributor) ; Topaloglou, Nikolas (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Benchmarking \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming

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