Sparse spanning portfolios and under-diversification with second-order stochastic dominance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Arvanitis, Stelios, Scaillet, Olivier, Topaloglou, Nikolas
Format:	Preprint
Published:	2024
Subjects:	Econometrics Statistics Theory Computational Finance Portfolio Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.01951