Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood

Gerrit Post, Valerio Poti

Research output: Contribution to journalArticle

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)153-165
JournalManagement Science
Volume63
Publication statusPublished - 2017

Cite this

Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood. / Post, Gerrit; Poti, Valerio.

In: Management Science, Vol. 63, 2017, p. 153-165.

Research output: Contribution to journalArticle

@article{774c682d06f743b2b3466d3151b33ef5,
title = "Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood",
author = "Gerrit Post and Valerio Poti",
year = "2017",
language = "English",
volume = "63",
pages = "153--165",
journal = "Management Science",
issn = "0025-1909",
publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

}

TY - JOUR

T1 - Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood

AU - Post, Gerrit

AU - Poti, Valerio

PY - 2017

Y1 - 2017

M3 - Article

VL - 63

SP - 153

EP - 165

JO - Management Science

JF - Management Science

SN - 0025-1909

ER -