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"Novel approaches for portfolio construction using second order stochastic ..."

Cristiano Arbex Valle, Diana Roman, Gautam Mitra (2017)

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DOI: 10.1007/S10287-017-0274-9

access: open

type: Journal Article

metadata version: 2020-05-10

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  - journals/cms/ValleRM17
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Cristiano Arbex Valle, Diana Roman, Gautam Mitra:
Novel approaches for portfolio construction using second order stochastic dominance. Comput. Manag. Sci. 14(2): 257-280 (2017)

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