Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization (Q6981814)
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scientific article; zbMATH DE number 8042826
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| English | Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization |
scientific article; zbMATH DE number 8042826 |
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Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization (English)
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20 May 2025
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portfolio selection
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stochastic dominance
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portfolio optimization
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expected shortfall
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ordered weighted average operator
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