scientific article

zbMath1154.91456MaRDI QIDQ3604338

P. Chovanec, Miloš Kopa

Publication date: 24 February 2009

Full work available at URL: https://eudml.org/doc/33924

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic dominanceCVaRSSD portfolio efficiency measure

Mathematics Subject Classification ID

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Cites Work

• Unnamed Item
• Portfolio Efficient Sets
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Dual Stochastic Dominance and Related Mean-Risk Models
• Stochastic Dominance
• Frontiers of Stochastically Nondominated Portfolios
• The Efficiency Analysis of Choices Involving Risk

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