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