Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

Author： Fidan Keçeci Neslihan   Kuzmenko Viktor   Uryasev Stan  

Publisher： MDPI

E-ISSN： 1911-8074|9|4|11-11

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.9, Iss.4, 2016-10, pp. : 11-11

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