Novel approaches for portfolio construction using second order stochastic dominance (Q1789608)
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scientific article; zbMATH DE number 6950375
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| English | Novel approaches for portfolio construction using second order stochastic dominance |
scientific article; zbMATH DE number 6950375 |
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Novel approaches for portfolio construction using second order stochastic dominance (English)
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10 October 2018
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portfolio optimisation
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stochastic dominance
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reference distribution
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left tail
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downside risk
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