Portfolio selection through and extremality stochastic order Working Papers

authors

LANIADO RODAS, HENRY
LILLO RODRIGUEZ, ROSA ELVIRA
PELLEREY, FRANCO
ROMO URROZ, JUAN

publisher

Universidad Carlos III de Madrid. Departamento de Estadística

publication date

2012

series title

UC3M Working papers. Statistics and Econometrics

full text

http://hdl.handle.net/10016/14630

series number

12-12

subjects

Statistics

keywords

portfolio selection; extremality; upper orthant; 60e15; 62p05; 91g10