Maximum probability dominance and portfolio theory (Q1321114): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q751959 |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Jati K. Sengupta / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probability dominance in random outcomes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimality criteria for comparing efficient portfolios / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic optimization and economic models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Nonparametric tests of efficiency of portfolio investment / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A dynamic view of the portfolio efficiency frontier / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3948439 / rank | |||
Normal rank |
Revision as of 14:55, 22 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum probability dominance and portfolio theory |
scientific article |
Statements
Maximum probability dominance and portfolio theory (English)
0 references
27 April 1994
0 references
probability dominance
0 references
portfolios of returns
0 references
stochastic dominance
0 references
mean- variance efficiency
0 references