Deviation measure in second‐order stochastic dominance with an application to enhanced indexing
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Cited in
(4)- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
- Sectoral portfolio optimization by judicious selection of financial ratios via PCA
- Drawdown minimization in asset portfolio selection: MINLP models and efficient cross-entropy algorithm
- Network-based index tracking using asset dependency structures
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