Testing for the stochastic dominance efficiency of a given portfolio
Year of publication: |
2014
|
---|---|
Authors: | Linton, Oliver ; Post, Thierry ; Whang, Yoon-jae |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 2, p. 59-74
|
Subject: | Linear programming | Portfolio choice | Stochastic dominance | Subsampling | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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