Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: Economics Bulletin 32 (2012) 4, pp. 3460-3470
portfolio according to a new stochastic dominance criterion and we devise an efficient constraint generation technique to solve … portfolios selected by our model to those of the portfolios obtained with other stochastic dominance approaches. The results seem … to confirm the practical usefulness of stochastic dominance for portfolio selection. …