PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864)
From MaRDI portal
scientific article; zbMATH DE number 1253666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS |
scientific article; zbMATH DE number 1253666 |
Statements
PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (English)
0 references
23 February 1999
0 references
optimal proportion
0 references
shift effect problem
0 references
risk aversion
0 references
stochastic dominance
0 references
portfolio selection
0 references
bivariate characterization
0 references
0 references
0 references
