Modele wyboru portfela akcji z warunkiem dominacji lub prawie dominacji stochastycznych

• Authors: Ewa Michalska

Title variants

EN

Models of Portfolio Selection with Stochastic Dominance or Almost Stochastic Dominance Constraints

• Languages of publication: PL

Abstracts

EN

In the paper models of share portfolio selection with first order or second order almost stochastic dominance constraints (for discrete random variables) are proposed. There are several simple examples as an illustration of our models.

Keywords

PL

Dominacja stochastyczna; Modele stochastyczne; Podejmowanie decyzji; Portfel akcji

EN

Decision making; Equity portfolios; Stochastic dominance; Stochastic models

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 135
• Pages: 88-101

Contributors

author

Ewa Michalska

References

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Identifiers

ISSN

2083-8611