Portfolio choice algorithms, including exact stochastic dominance
H.D. Vinod
| 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 | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Risikoaversion | Risk aversion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2023.101196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490457