Measuring of Second-order Stochastic Dominance Portfolio Efficiency

0345195 - ÚTIA 2011 RIV CZ eng J - Journal Article
Kopa, Miloš
Measuring of Second-order Stochastic Dominance Portfolio Efficiency.
Kybernetika. Roč. 46, č. 3 (2010), s. 488-500. ISSN 0023-5954
R&D Projects: GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic dominance * stability * SSD porfolio efficiency
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.461, year: 2010
http://library.utia.cas.cz/separaty/2010/E/kopa-measuring of second-order stochastic dominance portfolio efficiency.pdf
Permanent Link: http://hdl.handle.net/11104/0186520