مرکز منطقه ای اطلاع رساني علوم و فناوري - Reward–risk portfolio selection and stochastic dominance

Title of article :

Reward–risk portfolio selection and stochastic dominance

Author/Authors :

Enrico De Giorgi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

895

To page :

926

Keywords :

Coherent risk measure , Decision under risk , Mean-risk models , Stochastic dominance , Portfolio optimization

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193716

Link To Document :