Aspects of optimization with stochastic dominance
William B. Haskell, J. George Shanthikumar, Z. Max Shen
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Haskell, William B. ; Shanthikumar, J. George ; Shen, Zuo-Jun |
| Published in: |
Annals of operations research ; volume 253, number 1 (June 2017). - New York, NY : Springer. - 2017, p. 247-273
|
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2299-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669242