Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834)
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scientific article; zbMATH DE number 7006817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study |
scientific article; zbMATH DE number 7006817 |
Statements
Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (English)
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25 January 2019
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second-order stochastic dominance
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portfolio optimization
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scenario generation
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