Efficient Diversification According to Stochastic Dominance Criteria
Year of publication: |
2004
|
---|---|
Authors: | Kuosmanen, Timo |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 50.2004, 10, p. 1390-1406
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | stochastic dominance | portfolio choice | efficiency | diversification | mathematical programming |
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