Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order stochastic dominance constrained portfolio optimization: theory and computational tests |
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Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (English)
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23 November 2017
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portfolio optimization
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second-order stochastic dominance
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stochastic programming
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mean-risk model
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expected utility
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