Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135)

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scientific article; zbMATH DE number 6840135
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English
Financial analysis based sectoral portfolio optimization under second order stochastic dominance
scientific article; zbMATH DE number 6840135

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    Financial analysis based sectoral portfolio optimization under second order stochastic dominance (English)
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    16 February 2018
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    portfolio optimization
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    financial ratios
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    second order stochastic dominance
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    almost second order stochastic dominance
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    in-sample and out-of-sample analysis
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