Stochastic dominance efficiency analysis of diversified portfolios: Classification, comparison and refinements

2012-07-01

Annals of Operations Research , Volume 196 - Issue 1 p. 391- 410

Additional Metadata
Keywords	Algorithms, Portfolio efficiency, Stochastic Dominance
Persistent URL	doi.org/10.1007/s10479-012-1123-4, hdl.handle.net/1765/84740
Journal	Annals of Operations Research
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lizyayev, A. (2012). Stochastic dominance efficiency analysis of diversified portfolios: Classification, comparison and refinements. Annals of Operations Research, 196(1), 391–410. doi:10.1007/s10479-012-1123-4

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