Portfolio efficiency tests based on stochastic dominance and co-integration (Q4283006)

From MaRDI portal
Revision as of 13:23, 22 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 515412
Language Label Description Also known as
English
Portfolio efficiency tests based on stochastic dominance and co-integration
scientific article; zbMATH DE number 515412

    Statements

    title
    Portfolio efficiency tests based on stochastic dominance and co-integration (English)
    0 references
    author
    Jati K. Sengupta
    0 references
    Hyung-Soon Park
    0 references
    publication date
    11 March 1994
    0 references
    zbMATH DE Number
    515412
    0 references
    zbMATH Keywords
    dynamic portfolio
    0 references
    stochastic dominance
    0 references
    OpenAlex ID
    W2036174985
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4283006&oldid=34119611"
    Powered by MediaWiki