Enhanced indexation based on second-order stochastic dominance
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Publication:257272
DOI10.1016/j.ejor.2013.01.035zbMath1332.91104OpenAlexW3121227356MaRDI QIDQ257272
Gautam Mitra, Victor Zverovich, Diana Roman
Publication date: 15 March 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.01.035
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Portfolio theory (91G10)
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Uses Software
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