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Journal: Journal of Risk and Financial ManagementVolume: 9Number: 11
Article: Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
  • Authors:
  • Neslihan Fidan Keçeci1,
  • Viktor Kuzmenko2 and
  • Stan Uryasev3,*
Link: https://www.mdpi.com/1911-8074/9/4/11

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