Enhanced indexation based on second-order stochastic dominance (Q257272)
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scientific article; zbMATH DE number 6555694
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| default for all languages | No label defined |
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| English | Enhanced indexation based on second-order stochastic dominance |
scientific article; zbMATH DE number 6555694 |
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Enhanced indexation based on second-order stochastic dominance (English)
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15 March 2016
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finance
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portfolio choice
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index tracking
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mean-risk
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stochastic dominance
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0.8507760763168335
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0.8496018648147583
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0.84025639295578
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0.8254213333129883
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0.8199509382247925
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