Portfolio selection in a two-regime world
Year of publication: |
2015
|
---|---|
Authors: | Levy, Moshe ; Kaplanski, Guy |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 2 (16.4.), p. 514-524
|
Subject: | Regimes | Stochastic dominance | Mean-variance | Portfolio optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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