Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2013.06.018
@@ Property / DOI: 10.1016/j.ejor.2013.06.018 / rank @@
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@@ Property / author @@
-Jitka Dupačová
@@ Property / author: Jitka Dupačová / rank @@
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@@ Property / author @@
+Jitka Dupačová
@@ Property / author: Jitka Dupačová / rank @@
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@@ Property / full work available at URL @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Stochastic Dominance
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@@ Property / DOI @@
+.1016/J.EJOR.2013.06.018
@@ Property / DOI: 10.1016/J.EJOR.2013.06.018 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2514714