Aliprantis, C. D.; Brown, D. J.; Polyrakis, I. A.; … - University of Bonn, Germany - 1996
payoff of another portfolio, then it is greater than the other portfolio. This order is called the portfolio dominance order …. An important property that a portfolio dominance order may have is the lattice property. It requires that the supremum … strategies as portfolio insurance or hedging an option's payoff are well-defined. The lattice property of the portfolio dominance …