LPM density functions for the computation of the SD efficient set
Year of publication: |
February 2016
|
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Authors: | Viole, Fred ; Nawrocki, David N. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 1, p. 105-126
|
Subject: | Stochastic Dominance Algorithm | Lower Partial Moments | Expected Utility Theory | Prospect Theory | Upper Partial Moments | Erwartungsnutzen | Expected utility | Prospect theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
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