Algorithms, Portfolio efficiency, Stochastic Dominance
dx.doi.org/10.1007/s10479-012-1123-4, hdl.handle.net/1765/84740
Annals of Operations Research
Erasmus School of Economics

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