Portfolio choice algorithms, including exact stochastic dominance
Year of publication: |
2024
|
---|---|
Authors: | Vinod, Hrishikesh D. |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 70.2024, Art.-No. 101196, p. 1-14
|
Subject: | Bootstrap | Cumulative density | Expected utility theory | Portfolio choice | Step-function | Portfolio-Management | Portfolio selection | Theorie | Theory | Erwartungsnutzen | Expected utility | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution | Risikoaversion | Risk aversion |
-
LPM density functions for the computation of the SD efficient set
Viole, Fred, (2016)
-
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry, (2015)
-
A class of portfolio optimization solvable problems
Cheng, Yuyang, (2023)
- More ...
-
Kernel regression coefficients for practical significance
Vinod, Hrishikesh D., (2022)
-
Internationalization of services : The case of intra‐multinational enterprise trade
Rao, P. M., (2019)
-
Vinod, Hrishikesh D., (2010)
- More ...