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~accessRights:"restricted"
~isPartOf:"Applied mathematical optimization and modelling (APMOD 2014)"
~subject:"Estimation"
~subject:"Mathematical programming"
~subject:"Mean Reversion"
~subject:"Prospect Theory"
~subject:"USA"
~type_genre:"Konferenzbeitrag"
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Financial analysis based sectoral portfolio optimization under second order stochastic dominance
Sharma, Amita
;
Mehra, Aparna
;
Delgado-Gómez, David
- In:
Applied mathematical optimization and modelling (APMOD 2014)
,
(pp. 171-197)
.
2017
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