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  • Search: subject:"Mean Variance (MV) Optimization"
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Mean Variance (MV) Optimization 1 Portfolio Efficiency Test 1 Second Order Stochastic Dominance (SSD) 1 Sharpe Ratio (SR) Maximization 1
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Article 1
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Undetermined 1
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GÜRAN, Celal Barkan 1 TAŞ, Oktay 1
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Iktisat Isletme ve Finans 1
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Making Second Order Stochastic Dominance inefficient Mean Variance Portfolio efficient: Application in Turkish BIST-30 Index
GÜRAN, Celal Barkan; TAŞ, Oktay - In: Iktisat Isletme ve Finans 30 (2015) 348, pp. 69-94
The classical Mean Variance (MV) portfolio optimization has some weaknesses which do not satisfy today’s financial needs when working with real data. At the core, among other shortcomings, the requirement of normal distributed returns renders the MV optimized portfolios Second Order Stochastic...
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