Financial analysis based sectoral portfolio optimization under second order stochastic dominance-Reference-Cited by-同舟云学术

Financial analysis based sectoral portfolio optimization under second order stochastic dominance

Published:2016-01-07 Issue:1 Volume:256 Page:171-197
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Sharma Amita,Mehra Aparna

Funder

Council of Scientific and Industrial Research (IN)

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/article/10.1007/s10479-015-2095-y/fulltext.html

Reference67 articles.

1. Achelis, H. (2000). Technical analysis from A-to-Z. New York: McGraw Hill Professional.

2. Angelelli, E., Mansini, R., & Speranza, M. G. (2008). A comparison of MAD and CVaR models with real features. Journal of Banking and Finance, 32(7), 1188–1197.

3. Austrailian shareholder’s association. Top 15 financial Ratios. http://members.lincolnindicators.com.au/Content/FileStore/Research/top-15-financial-ratios.pdf .

4. Baumann, P., & Trautmann, N. (2013). Portfolio-optimization models for small investors. Mathematical Methods of Operations Research, 77(3), 345–356.

5. Bruni, R., Cesarone, F., Scozzari, A., & Tardella, F. (2012). A new stochastic dominance approach to enhanced index tracking problems. Economics Bulletin, 32(4), 3460–3470.

Cited by 23 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Financial Asset Allocation and Portfolio Optimization Strategies Based on Stochastic Optimization Methods;Applied Mathematics and Nonlinear Sciences;2024-01-01

2. Does the source of oil price shock matter for Indian sectoral stock returns? A time-frequency approach to analyse dynamic connectedness and spillovers;Applied Economics;2023-12

3. Sectoral portfolio optimization by judicious selection of financial ratios via PCA;Optimization and Engineering;2023-09-29

4. Sensitivity of environmental performance index based on stochastic dominance;Journal of Environmental Management;2022-05

5. Stochastic dominance spanning and augmenting the human development index with institutional quality;Annals of Operations Research;2022-04-13