On exact and approximate stochastic dominance strategies for portfolio selection-Reference-Cited by-同舟云学术

On exact and approximate stochastic dominance strategies for portfolio selection

Published:2017-05 Issue:1 Volume:259 Page:322-329
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bruni Renato,Cesarone Francesco,Scozzari Andrea,Tardella Fabio

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference45 articles.

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2. A new stochastic dominance approach to enhanced index tracking problems;Bruni;Economics Bulletin,2012

3. No arbitrage and a linear portfolio selection model;Bruni;Economics Bulletin,2013

4. A linear risk-return model for enhanced indexation in portfolio optimization;Bruni;OR Spectrum,2015

5. Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models;Bruni;Data in Brief,2016

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