Testing for stochastic dominance efficiency
Year of publication: |
May 2005
|
---|---|
Other Persons: | Post, Thierry (contributor) ; Linton, Oliver (contributor) ; Whang, Yoon-jae (contributor) |
Publisher: |
Rotterdam : ERIM |
Subject: | Portfolio-Management | Portfolio selection | CAPM | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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