Application of third order stochastic dominance algorithm in investments ranking
The paper presents the use of third order stochastic dominance in ranking Investment alternatives, using TSD algorithms (Levy, 2006)for testing third order stochastic dominance. The main goal of using TSD rule is minimization of efficient investment set for investor with risk aversion, who prefers m...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Visoka poslovna škola strukovnih studija, Novi Sad
2012-01-01
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| Series: | Škola Biznisa |
| Subjects: | |
| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-6551/2012/1451-65511202119L.pdf |