| Original language | English |
|---|---|
| Pages (from-to) | 153-165 |
| Journal | Management Science |
| Volume | 63 |
| Publication status | Published - 2017 |
Cite this
Post, G., & Poti, V. (2017). Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood. Management Science, 63, 153-165.
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 journal › Article
Post, G & Poti, V 2017, 'Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood', Management Science, vol. 63, pp. 153-165.
Post G, Poti V. Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood. Management Science. 2017;63:153-165.
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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",
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T1 - Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood
AU - Post, Gerrit
AU - Poti, Valerio
PY - 2017
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M3 - Article
VL - 63
SP - 153
EP - 165
JO - Management Science
JF - Management Science
SN - 0025-1909
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