Portfolio optimization with stochastic dominance constraints
Article Abstract:
Risk factors associated with portfolio management and analysis stochastic dominance in this context is presented
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Usage, Stochastic analysis
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Dynamic portfolio selection with process control
Article Abstract:
The risk control process in portfolio management by using fractional Kelly strategy.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Portfolio preferences of foreign institutional investors
Article Abstract:
The issue of portfolio allocation in foreign markets is examined.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Forecasts, trends, outlooks, Management investment, open-end, Analysis, Forecasts and trends, Corporate governance, Market trend/market analysis, Mutual fund industry, World market, International markets
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Subjects list: Methods, United States, Portfolio management, Risk management
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