Multivariate stochastic dominance applied to sector-based portfolio selection (Q5000469)
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scientific article; zbMATH DE number 7371190
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| English | Multivariate stochastic dominance applied to sector-based portfolio selection |
scientific article; zbMATH DE number 7371190 |
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Multivariate stochastic dominance applied to sector-based portfolio selection (English)
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13 July 2021
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stochastic dominance
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elliptical distributions
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mean-risk analysis
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market sectors
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