A note on portfolio selection and stochastic dominance
Mario Menegatti
| Year of publication: |
November 2016
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|---|---|
| Authors: | Menegatti, Mario |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 39.2016, 2, p. 327-331
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| Subject: | Portfolio | Stochastic dominance | Third-order stochastic dominance | Nth-order stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-016-0179-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642697