Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834)

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scientific article; zbMATH DE number 7006817
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Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study
scientific article; zbMATH DE number 7006817

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    Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (English)
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    25 January 2019
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    second-order stochastic dominance
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    portfolio optimization
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    scenario generation
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