On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812): Difference between revisions
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Revision as of 04:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exact and approximate stochastic dominance strategies for portfolio selection |
scientific article |
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On exact and approximate stochastic dominance strategies for portfolio selection (English)
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25 May 2018
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applied probability
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stochastic dominance
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portfolio optimization
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expected shortfall
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index tracking
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