Portfolio selection through an extremality stochastic order

Insurance: Mathematics and Economics 2012 Vol. 51; Iss. 1

Portfolio selection through an extremality stochastic order

Henry Laniado, Rosa E. Lillo, Franco Pellerey, Juan Romo
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Volume:
51
Year:
2012
Language:
english
Pages:
9
DOI:
10.1016/j.insmatheco.2012.02.010
File:
PDF, 317 KB
english, 2012
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