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0385928 - ÚTIA 2013 RIV CZ eng J - Journal Article
Kopa, Miloš - Tichý, T.
Concordance measures and second order stochastic dominance-portfolio efficiency analysis.
E+M. Ekonomie a management. Roč. 15, č. 4 (2012), s. 110-120. ISSN 1212-3609. E-ISSN 2336-5064
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : dependency * concordance * portfolio selection * second order stochastic dominance
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.633, year: 2012
http://library.utia.cas.cz/separaty/2013/E/kopa-concordance measures and second order stochastic dominance-portfolio efficiency analysis.pdf
Permanent Link: http://hdl.handle.net/11104/0217193