Portfolio Optimization with the Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices


FİDAN KEÇECİ N., Kuzmenko V., Uryasev S.

in: Robustness Analysis in Decision Aiding, Optimization, and Analytics, Michael Doumpos, Constantin Zopounidis, Evangelos Grigoroudis, Editor, Springer International Publishing, pp.285-298, 2016

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2016
  • Publisher: Springer International Publishing
  • Page Numbers: pp.285-298
  • Editors: Michael Doumpos, Constantin Zopounidis, Evangelos Grigoroudis, Editor
  • Istanbul University Affiliated: Yes