An improved criterion for almost marginal conditional stochastic dominance

期刊文章

An improved criterion for almost marginal conditional stochastic dominance

Wei-Han Liu, 焯然張和 Guo-Jun Yang

Review of Quantitative Finance and Accounting, 卷.62(3), 頁碼.1251-1290

2024

DOI: https://doi.org/10.1007/s11156-023-01235-3

摘要

Almost stochastic dominance;Asset allocation;Marginal conditional stochastic dominance;Optimal investment;Option-based strategy index

相關連結

指標

1 檢視次數

詳細資料

題名: An improved criterion for almost marginal conditional stochastic dominance
創作者：: Wei-Han Liu (作者)
焯然張 (作者)
Guo-Jun Yang (作者)
學術資源類型: 期刊文章
出版日期: 2024
出版資訊: Review of Quantitative Finance and Accounting, 卷.62(3), 頁碼.1251-1290
語言: 英語