"Enhanced indexation based on second-order stochastic dominance."

Diana Roman, Gautam Mitra, Victor Zverovich (2013)

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DOI: 10.1016/J.EJOR.2013.01.035

access: closed

type: Journal Article

metadata version: 2020-02-21

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Diana Roman, Gautam Mitra, Victor Zverovich:
Enhanced indexation based on second-order stochastic dominance. Eur. J. Oper. Res. 228(1): 273-281 (2013)

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