Second order of stochastic dominance efficiency vs mean variance efficiency
type: Item
instance of: scholarly article
title: Second order of stochastic dominance efficiency vs mean variance efficiency
zbMATH Open document ID: 1487.91125
author: Matteo Malavasi
author: Sergio Ortobelli Lozza
author: Stefan Trück
published in: European Journal of Operational Research
publication date: 2021-06-04T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 90C29
zbMATH DE Number: 7355323
zbMATH Keywords: investment analysis
zbMATH Keywords: efficient set
zbMATH Keywords: stochastic dominance
zbMATH Keywords: mean variance
zbMATH Keywords: multiple objective programming
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.08.051
OpenAlex ID: W3082683133
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DOI: 10.1016/J.EJOR.2020.08.051
description: scientific article; zbMATH DE number 7355323