Reward-Risk Portfolio Selection and Stochastic Dominance
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- De Giorgi, Enrico, 2005. "Reward-risk portfolio selection and stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 895-926, April.
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More about this item
Keywordsstochastic dominance; coherent risk measure; decision under risk; mean-risk models; portfolio optimization;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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