Making Second Order Stochastic Dominance inefficient Mean Variance Portfolio efficient: Application in Turkish BIST-30 Index
Year of publication: |
2015
|
---|---|
Authors: | GÜRAN, Celal Barkan ; TAŞ, Oktay |
Published in: |
Iktisat Isletme ve Finans. - Bilgesel Yayincilik. - Vol. 30.2015, 348, p. 69-94
|
Publisher: |
Bilgesel Yayincilik |
Subject: | Mean Variance (MV) Optimization | Portfolio Efficiency Test | Second Order Stochastic Dominance (SSD) | Sharpe Ratio (SR) Maximization |
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