Maximum probability dominance and portfolio theory (Q1321114)

From MaRDI portal
Revision as of 03:55, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Maximum probability dominance and portfolio theory
scientific article

    Statements

    title
    Maximum probability dominance and portfolio theory (English)
    0 references
    DOI
    10.1007/BF00939924
    0 references
    publication date
    27 April 1994
    0 references
    zbMATH DE Number
    557646
    0 references
    zbMATH Keywords
    probability dominance
    0 references
    portfolios of returns
    0 references
    stochastic dominance
    0 references
    mean- variance efficiency
    0 references
    author
    Jati K. Sengupta
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1321114&oldid=26144130"
    Powered by MediaWiki