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Journal: J. Risk Financial Manag., 2016
Volume: 9
Number: 11
Article:
Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
Authors:
by
Neslihan Fidan Keçeci, Viktor Kuzmenko and Stan Uryasev
Link:
https://www.mdpi.com/1911-8074/9/4/11
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