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"Portfolio construction based on stochastic dominance and target return ..."

Diana Roman, Ken Darby-Dowman, Gautam Mitra (2006)

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DOI: 10.1007/S10107-006-0722-8

access: closed

type: Journal Article

metadata version: 2019-09-25

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Diana Roman, Ken Darby-Dowman, Gautam Mitra:
Portfolio construction based on stochastic dominance and target return distributions. Math. Program. 108(2-3): 541-569 (2006)

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