Maximum probability dominance and portfolio theory (Q1321114): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q751959
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Jati K. Sengupta / rank
 
Normal rank

Revision as of 19:07, 20 February 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
    0 references
    27 April 1994
    0 references
    0 references
    probability dominance
    0 references
    portfolios of returns
    0 references
    stochastic dominance
    0 references
    mean- variance efficiency
    0 references
    0 references