On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812): Difference between revisions

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Latest revision as of 08:16, 11 December 2024

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On exact and approximate stochastic dominance strategies for portfolio selection
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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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