Moment conditions for fractional degree stochastic dominance
Hongxia Wang, Lin Zhou, Peng-Fei Dai, Xiong Xiong
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Hongxia ; Zhou, Lin ; Dai, Peng-Fei ; Xiong, Xiong |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-7
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| Subject: | Gamma distribution | Moment-generating functions | Portfolio | Stochastic dominance | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103241 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013479652