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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| English | Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study |
scientific article; zbMATH DE number 7006817 |
Statements
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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0.804427981376648
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0.7994101643562317
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0.7867722511291504
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0.776478111743927
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0.7763060927391052
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