An enhanced model for portfolio choice with SSD criteria: a constructive approach
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680903493607
Reference31 articles.
1. Coherent Measures of Risk
2. Pricing and hedging in incomplete markets
3. A Practical Geometrically Convergent Cutting Plane Algorithm
4. Optimization with Stochastic Dominance Constraints
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