Reward-risk portfolio selection and stochastic dominance
Year of publication: |
2005
|
---|---|
Authors: | De Giorgi, Enrico |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 4, p. 895-926
|
Saved in:
Saved in favorites
Similar items by person
-
Financial Market Equilibria With Cumulative Prospect Therory
De Giorgi, Enrico, (2007)
-
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
Burkhard, Jürg, (2004)
-
Evolutionary Portfolio Selection with Liquidity Shocks
De Giorgi, Enrico, (2004)
- More ...