Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
Alternative title: | Consistency in the evaluation of financial investment performance: Mean-variance versus stochastic dominance tests. |
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Year of publication: |
2011-06
|
Authors: | Pinto, Cristian F. ; Acuña, Andres A. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | portfolio | risk | Sharpe index | stochastic dominance |
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