Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578)

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Portfolio optimization based on stochastic dominance and empirical likelihood
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    Portfolio optimization based on stochastic dominance and empirical likelihood (English)
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    29 August 2018
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    stochastic dominance
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    empirical likelihood
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    portfolio optimization
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    momentum strategies
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    non-Gaussian multivariate return distributions
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    linear programming
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