Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Martin Egozcue; Wing-Keung Wong
| Year of publication: |
2009
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|---|---|
| Authors: | Egozcue, Martin ; Wong, Wing Keung |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 200.2009/10, 3 (1.2.), p. 893-900
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| Subject: | Theorie | Theory | Diversifikation | Diversification | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892398