Technical Appendix of : Stochastic Bounds for Benchmark Sets in Portfolio Analysis

This supplementary Technical Appendix contains formal proofs of the propositions which are stated in Anyfantaki, S., S. Arvanitis, S., Th. Post, Th. and N. Topaloglou, 2019, 'Stochastic Bounds for Portfolio Analysis', available at SSRN:"https://ssrn.com/abstract=3181869 " https://ssrn.com/abstract=3181869 or "http://dx.doi.org/10.2139/ssrn.3181869" http://dx.doi.org/10.2139/ssrn.3181869, together with additional results and references

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Year of publication:	2020
Authors:	Arvanitis, Stelios
Other Persons:	Post, Thierry (contributor) ; Topaloglou, Nikolas (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Benchmarking

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Extent:	1 Online-Ressource (25 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 21, 2019 erstellt
Other identifiers:	10.2139/ssrn.3423496 [DOI]
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

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