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Computational Management Science : CMS
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Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
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Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation
Date, Paresh
;
Bustreo, Roberto
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 157-180
Persistent link: https://www.econbiz.de/10011567011
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