A Case Study for Portfolio Optimization with Second OrderStochastic Dominance Constraints


FİDAN N., Uryasev S., Kuzmenko V.

INFORMS Annual Meeting 2010, United States Of America, 1 - 04 September 2010, pp.15

  • Publication Type: Conference Paper / Full Text
  • Country: United States Of America
  • Page Numbers: pp.15
  • Istanbul University Affiliated: Yes