A second-order stochastic dominance portfolio efficiency measure

Kybernetika

Volumn 44, Issue 2, 2008, Pages 243-258

  Kopa, Miloš ^a   Chovanec, Petr ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b Suez LNG NA   (United States)

Author keywords

CVaR; SSD portfolio efficiency measure; Stochastic dominance

Indexed keywords

EID: 47549118693     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (19)

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