Portfolio construction based on stochastic dominance and target return distributions (Q2502214)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio construction based on stochastic dominance and target return distributions |
scientific article |
Statements
Portfolio construction based on stochastic dominance and target return distributions (English)
0 references
12 September 2006
0 references
Portfolio selection
0 references
stochastic dominance
0 references
risk aversion
0 references
multi-criteria optimisation
0 references
reference point method
0 references
0 references