Improved Portfolio Choice Using Second-Order Stochastic Dominance*
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Publication:4554745
DOI10.1093/ROF/RFU025zbMATH Open1417.91453OpenAlexW2136197566MaRDI QIDQ4554745FDOQ4554745
Authors: James E. Hodder, Jens Carsten Jackwerth, Olga Kolokolova 
Publication date: 9 November 2018
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-0-296017
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)
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