Improved Portfolio Choice Using Second Order Stochastic Dominance
Author(s) -
James E. Hodder,
Jens Carsten Jackwerth,
Olga Kolokolova
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1419926
Subject(s) - stochastic dominance , portfolio , dominance (genetics) , order (exchange) , econometrics , economics , mathematics , mathematical optimization , mathematical economics , computer science , financial economics , biology , finance , genetics , gene
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