N. F. Kececi Et Al. , "Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios," JOURNAL OF RISK AND FINANCIAL MANAGEMENT , vol.9, no.4, 2016
Kececi, N. F. Et Al. 2016. Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios. JOURNAL OF RISK AND FINANCIAL MANAGEMENT , vol.9, no.4 .
Kececi, N. F., Kuzmenko, V., & Uryasev, S., (2016). Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios. JOURNAL OF RISK AND FINANCIAL MANAGEMENT , vol.9, no.4.
Kececi, Neslihan, Viktor Kuzmenko, And Stan Uryasev. "Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios," JOURNAL OF RISK AND FINANCIAL MANAGEMENT , vol.9, no.4, 2016
Kececi, Neslihan F. Et Al. "Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios." JOURNAL OF RISK AND FINANCIAL MANAGEMENT , vol.9, no.4, 2016
Kececi, N. F. Kuzmenko, V. And Uryasev, S. (2016) . "Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios." JOURNAL OF RISK AND FINANCIAL MANAGEMENT , vol.9, no.4.
@article{article, author={Neslihan Fidan Kececi Et Al. }, title={Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios}, journal={JOURNAL OF RISK AND FINANCIAL MANAGEMENT}, year=2016}