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Research Output 1974 2019

Filter
Comment/debate
2010
5 Citations (Scopus)
2007
3 Citations (Scopus)
2003
54 Citations (Scopus)

Frontiers of stochastically nondominated portfolios

Ruszczynski, A. & Vanderbei, R. J., Jan 1 2003, In : Econometrica. 71, 4, p. 1287-1297 11 p.

Rutgers, The State University, Princeton University

Research output: Contribution to journalComment/debate

Assets
Asset returns
Second-order stochastic dominance
Risk model
Joint distribution