On exact and approximate stochastic dominance strategies for portfolio selection

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Publication:1751812

DOI10.1016/j.ejor.2016.10.006zbMath1395.91396OpenAlexW2300028994MaRDI QIDQ1751812

Francesco Cesarone, Renato Bruni, Andrea Scozzari, Fabio Tardella

Publication date: 25 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://mathfinance.sns.it/qfwxvii/wp-content/uploads/2016/01/List_of_Abstracts.pdf



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