𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Portfolio Selection Using Stochastic Dominance Criteria

✍ Scribed by John R. McNamara

Book ID
109169423
Publisher
Decision Sciences Institute, Georgia State University
Year
1998
Tongue
English
Weight
870 KB
Volume
29
Category
Article
ISSN
0011-7315

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On-line portfolio selection using stocha
On-line portfolio selection using stochastic programming
✍ Alexei A. Gaivoronski; Fabio Stella πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 354 KB

This paper is dedicated to the problem of dynamic portfolio optimization for the case when the number of decision periods is large and new information about market arrives during each such period. We propose the family of adaptive portfolio selection policies which rebalance the current portfolio du

Portfolio analysis of stocks, bonds, and
Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance
✍ Daniel Fischmar; Carl Peters πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 653 KB

Second degree stochastic dominance has been proposed also as a criterion (Levy and Sarnet, 1972). It is defined by Z,F,(r) = Z,Fo(r) far all r , with the strict inequality holding for at least one value of return, r. This report uses first degree dominance since first degree dominance implies second

Portfolio selection using neural network
Portfolio selection using neural networks
✍ Alberto FernΓ‘ndez; Sergio GΓ³mez πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 436 KB
A formulation of portfolio selection pro
A formulation of portfolio selection problem with multiple criteria
✍ Marina V. Polyashuk πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 156 KB

## Abstract Portfolio‐type problems arise in many decision‐making situations. In this paper, we consider these problems in the context of multiple criteria model that takes into account two types of criteria, which are used in decision maker's preferences: criteria of the first type are used to cha