Multivariate tests for stochastic dominance efficiency of a given portfolio
Year of publication: |
2007
|
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Authors: | Post, Thierry ; Versijp, Philippe |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 42.2007, 2, p. 489-515
|
Subject: | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | USA | United States |
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