Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises
Year of publication: |
2021
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Authors: | Kouaissah, Noureddine |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 480-493
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Subject: | Early-warning system | Performance measures | Portfolio selection | Risk-averse investors | Stochastic dominance | Theorie | Theory | Portfolio-Management | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process |
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