Title of article :
Portfolio optimization with stochastic dominance constraints
Author/Authors :
Darinka Dentcheva، نويسنده , , Andrzej Ruszczy?ski، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
19
From page :
433
To page :
451
Keywords :
Stochastic dominance , Portfolio optimization , Duality , Utility function , risk , Stochastic order
Journal title :
Journal of Banking and Finance
Serial Year :
2005
Journal title :
Journal of Banking and Finance
Record number :
193828
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193828
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