Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency
Optimalizácia portfólia, Mean-Variance model a stochastická dominancia druhého rádu párovej účinnosti ako jeho významné zlepšenie. Aplikácia na globálne zásoby fosílnych palív.
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| Format: | Book Chapter |
| Language: | English |
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