Modifying the mean-variance approach to avoid violations of stochastic dominance
Pavlo R. Blavatskyy
| Year of publication: |
2010
|
|---|---|
| Authors: | Blavatskyy, Pavlo R. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 56.2010, 11, p. 2050-2057
|
| Subject: | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Entscheidungstheorie | Decision theory | Operations Research | Operations research |
| Extent: | graph. Darst. |
|---|---|
| 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/10008748062