"Second-order stochastic dominance constrained portfolio optimization: ..."

Markku Kallio, Nasim Dehghan Hardoroudi (2018)

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DOI: 10.1016/J.EJOR.2017.06.067

access: closed

type: Journal Article

metadata version: 2020-02-21

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Markku Kallio, Nasim Dehghan Hardoroudi:
Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. Eur. J. Oper. Res. 264(2): 675-685 (2018)

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