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dc.contributor.author
De Giorgi, Enrico
dc.date.accessioned
2017-06-13T03:52:56Z
dc.date.available
2017-06-13T03:52:56Z
dc.date.issued
2002
dc.identifier.uri
http://hdl.handle.net/20.500.11850/146762
dc.identifier.doi
10.3929/ethz-a-004403717
dc.language.iso
en
dc.publisher
University of Zurich, Institute for Empirical Research in Economics
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
PORTFOLIO SELECTION (OPERATIONS RESEARCH)
dc.subject
STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH)
dc.subject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
dc.title
Reward-risk portfolio selection and stochastic dominance
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Working paper / Institute for Empirical Research in Economics
ethz.journal.volume
121
ethz.size
Online Datei
ethz.code.ddc
3 - Social sciences::330 - Economics
ethz.identifier.nebis
004403717
ethz.publication.place
Zurich
ethz.publication.status
published
ethz.date.deposited
2017-06-13T03:54:42Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a5e30d5414521
ethz.ecolpid
eth:25727
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T18:44:39Z
ethz.rosetta.lastUpdated
2017-10-01T03:30:20Z
ethz.rosetta.versionExported
true
ethz.COinS
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