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Kouaissah, Noureddine
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Robust reward-risk performance measures with weakly second-order stochastic dominance constraints
Kouaissah, Noureddine
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 53-62
Persistent link: https://www.econbiz.de/10014427899
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Multivariate stochastic dominance applied to sector-based portfolio selection
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012434397
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