Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach
Peng Xu
| Year of publication: |
2024
|
|---|---|
| Authors: | Xu, Peng |
| Subject: | Out-of-sample analysis | Stochastic dominance | Portfolio optimization | Robustness | Empirical likelihood | Incomplete probability information | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015147913