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  • Search: subject:"Stochastic Dominance Algorithm"
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Subject
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Portfolio selection 2 Portfolio-Management 2 Stochastic process 2 Stochastischer Prozess 2 Algorithm 1 Algorithmus 1 Erwartungsnutzen 1 Expected Utility Theory 1 Expected utility 1 Investment Fund 1 Investmentfonds 1 Lower Partial Moments 1 Mathematical programming 1 Mathematische Optimierung 1 Probability theory 1 Prospect Theory 1 Prospect theory 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic Dominance Algorithm 1 Theorie 1 Theory 1 Upper Partial Moments 1 Wahrscheinlichkeitsrechnung 1 first-order stochastic dominance algorithm 1 investment analysis 1 second-order stochastic dominance algorithm 1 third-order stochastic dominance algorithm 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Nawrocki, David N. 1 Rao, S. V. D. Nageswara 1 Venkataraman, Sree Vinutha 1 Viole, Fred 1
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International journal of finance & economics : IJFE 1 Journal of mathematical finance 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Stochastic dominance algorithms with application to mutual fund performance evaluation
Venkataraman, Sree Vinutha; Rao, S. V. D. Nageswara - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 681-698
Persistent link: https://www.econbiz.de/10014253273
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LPM density functions for the computation of the SD efficient set
Viole, Fred; Nawrocki, David N. - In: Journal of mathematical finance 6 (2016) 1, pp. 105-126
Persistent link: https://www.econbiz.de/10011543784
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