Stochastic spanning
Stelios Arvanitis, Mark Hallam, Thierry Post, Nikolas Topaloglou
| Year of publication: |
2019
|
|---|---|
| Authors: | Arvanitis, Stelios ; Hallam, Mark ; Post, Thierry ; Topaloglou, Nikolas |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 37.2019, 4, p. 573-585
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| Subject: | Linear programming | Portfolio choice | Spanning | Stochastic dominance | Subsampling. | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1391099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012178998