PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS

DOI10.1111/j.1467-9965.1996.tb00116.xzbMath0915.90023OpenAlexW1990217015MaRDI QIDQ4226864

Publication date: 23 February 1999

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00116.x

zbMATH Keywords

risk aversion stochastic dominance portfolio selection bivariate characterization shift effect problem optimal proportion

Mathematics Subject Classification ID

Portfolio theory (91G10)

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