Central moments, stochastic dominance, moment rule, and diversification with an application

Raymond H. Chan, Sheung-Chi Chow, Xu Guo, Wing-Keung Wong^*

^*Corresponding author for this work

Department of Mathematics

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

4 Citations (Scopus)

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GRF: New theory on portfolio optimization and stochastic dominance with applications
CHAN, H. F. R. (Principal Investigator / Project Coordinator), Zhu, L. (Co-Investigator), Bai, Z. (Co-Investigator) & Wong, A. W. K. (Co-Investigator)
1/09/15 → 31/08/18
Project: Research