PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864)
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scientific article; zbMATH DE number 1253666
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| 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)
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23 February 1999
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optimal proportion
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shift effect problem
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risk aversion
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stochastic dominance
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portfolio selection
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bivariate characterization
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0.8040093779563904
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0.7914329171180725
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0.7883702516555786
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0.7847081422805786
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0.7826046347618103
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