Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood

Research output: Contribution to journal › Article › peer-review

Cite this

@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",

}