Single asset optimal trading strategies with stochastic dominance constraints
Reshma Khemchandani, Avikant Bhardwaj, Suresh Chandra
| Year of publication: |
August 2016
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|---|---|
| Authors: | Khemchandani, Reshma ; Bhardwaj, Avikant ; Chandra, Suresh |
| Published in: |
Optimization models with economic and game theoretic applications. - New York, NY, USA : Springer. - 2016, p. 211-228
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-014-1697-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011533556