"Mean-variance optimal trading problem subject to stochastic dominance ..."

Arti Singh, Selvamuthu Dharmaraja (2017)

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DOI: 10.1007/S00186-017-0582-4

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type: Journal Article

metadata version: 2023-09-30

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Arti Singh, Selvamuthu Dharmaraja:
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics. Math. Methods Oper. Res. 86(1): 29-69 (2017)

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