Financial analysis based sectoral portfolio optimization under second order stochastic dominance
type: Item
instance of: scholarly article
title: Financial analysis based sectoral portfolio optimization under second order stochastic dominance
zbMATH Open document ID: 1415.91271
author: Amita Sharma
author: Aparna Mehra
published in: Annals of Operations Research
publication date: 2018-02-16T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6840135
zbMATH Keywords: portfolio optimization
zbMATH Keywords: financial ratios
zbMATH Keywords: second order stochastic dominance
zbMATH Keywords: almost second order stochastic dominance
zbMATH Keywords: in-sample and out-of-sample analysis
MaRDI profile type: Publication
full work available at URL: s10479-015-2095-y
OpenAlex ID: W2229173642
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DOI: 10.1007/S10479-015-2095-Y
description: scientific article; zbMATH DE number 6840135