A second-order stochastic dominance portfolio efficiency measure (Q3604338)
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scientific article; zbMATH DE number 5511107
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| English | A second-order stochastic dominance portfolio efficiency measure |
scientific article; zbMATH DE number 5511107 |
Statements
24 February 2009
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stochastic dominance
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CVaR
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SSD portfolio efficiency measure
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0.9422422051429749
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0.9115225076675416
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0.8697306513786316
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0.8623270392417908
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0.8548669219017029
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