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Measuring of Second-order Stochastic Dominance Portfolio Efficiency

  1. 1.
    SYSNO0345195
    TitleMeasuring of Second-order Stochastic Dominance Portfolio Efficiency
    Author(s) Kopa, Miloš (UTIA-B) [E] RID
    Source Title Kybernetika. Roč. 46, č. 3 (2010), s. 488-500. - : Ústav teorie informace a automatizace AV ČR, v. v. i.
    Document TypeČlánek v odborném periodiku
    Grant GAP402/10/1610 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryCZ
    Keywords stochastic dominance * stability * SSD porfolio efficiency
    URL http://library.utia.cas.cz/separaty/2010/E/kopa-measuring of second-order stochastic dominance portfolio efficiency.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0186520
    FileDownloadSizeCommentaryVersionAccess
    0345195.pdf0172 KBPublisher’s postprintopen-access
     
Number of the records: 1  

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