Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275)
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scientific article; zbMATH DE number 5901808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio Optimization with Risk Control by Stochastic Dominance Constraints |
scientific article; zbMATH DE number 5901808 |
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Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (English)
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31 May 2011
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0.9346429
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0.9230387
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0.91731626
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0.9155965
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0.91450137
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0.91447777
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0.9111842
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0.90833676
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