"Robustness of optimal portfolios under risk and stochastic dominance ..."

Jitka Dupacová, Milos Kopa (2014)

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DOI: 10.1016/J.EJOR.2013.06.018

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jitka Dupacová, Milos Kopa:
Robustness of optimal portfolios under risk and stochastic dominance constraints. Eur. J. Oper. Res. 234(2): 434-441 (2014)

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