Portfolio optimization with stochastic dominance constraints
| Year of publication: |
2006
|
|---|---|
| Authors: | Dentcheva, Darinka ; Ruszczynski, Andrzej |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 433-451
|
| Publisher: |
Elsevier |