Portfolio selection through an extremality stochastic order (Q2444701)

From MaRDI portal
Revision as of 15:59, 4 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
Portfolio selection through an extremality stochastic order
scientific article

    Statements

    Portfolio selection through an extremality stochastic order (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    10 April 2014
    0 references
    portfolio selection
    0 references
    extremality
    0 references
    upper orthant
    0 references

    Identifiers