Stochastic Dominance: Convexity and Some Efficiency Tests
Year of publication: |
2009
|
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Authors: | Lizyayev, Andrey M. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Stochastischer Prozess | Risikoaversion | Simulation | Theorie | Stochastic Dominance | Convexity | Risk Aversion | Efficiency |
Series: | Tinbergen Institute Discussion Paper ; 09-112/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 839168012 [GVK] hdl:10419/86835 [Handle] RePEc:dgr:uvatin:20090112 [RePEc] |
Classification: | G11 - Portfolio Choice ; C63 - Computational Techniques |
Source: |
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Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey M., (2009)
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Stochastic Dominance: Convexity and Some Efficiency Tests
Lizyayev, Andrey M., (2009)
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Stochastic Dominance: Convexity and Some Efficiency Tests
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