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"Stochastic dominance efficiency analysis of diversified portfolios: ..."

Andrey Lizyayev (2012)

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DOI: 10.1007/S10479-012-1123-4

access: closed

type: Journal Article

metadata version: 2020-08-13

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Andrey Lizyayev:
Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements. Ann. Oper. Res. 196(1): 391-410 (2012)

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