Portfolio selection in a two-regime world (Q2630104)

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Portfolio selection in a two-regime world
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    title
    Portfolio selection in a two-regime world (English)
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    author
    Moshe Levy
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    Guy Kaplanski
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    publication date
    25 July 2016
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    Mathematics Subject Classification ID
    91G10
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    62J10
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    91G70
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    62P05
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    zbMATH DE Number
    6605958
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    zbMATH Keywords
    regimes
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    stochastic dominance
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    mean-variance
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    portfolio optimization
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