Original title: Comparison of various approaches to portfolio efficiency
Authors: Kopa, Miloš
Document type: Papers
Conference/Event: Mathematical Methods in Economics 2011, Liptovský Ján (SK), 2011-09-06
Year: 2011
Language: eng
Abstract: This paper deals with portfolio efficiency testing with respect to various criteria.
Keywords: mean-risk models; portfolio efficiency; second-order stochastic dominance
Project no.: CEZ:AV0Z10750506 (CEP), GAP402/10/1610 (CEP)
Funding provider: GA ČR
Host item entry: Mathematical Methods in Economics 2011, ISBN 978-80-7431-058-4

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2011/E/kopa-comparison of various approaches to portfolio efficiency.pdf
Original record: http://hdl.handle.net/11104/0200239

Permalink: http://www.nusl.cz/ntk/nusl-79539


The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers