Stochastic dominance algorithms with application to mutual fund performance evaluation
Year of publication: |
2023
|
---|---|
Authors: | Venkataraman, Sree Vinutha ; Rao, S. V. D. Nageswara |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 681-698
|
Subject: | first-order stochastic dominance algorithm | investment analysis | second-order stochastic dominance algorithm | third-order stochastic dominance algorithm | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund |
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