Title of article
Portfolio optimization with stochastic dominance constraints
Author/Authors
Darinka Dentcheva، نويسنده , , Andrzej Ruszczy?ski، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
19
From page
433
To page
451
Keywords
Stochastic dominance , Portfolio optimization , Duality , Utility function , risk , Stochastic order
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193828
Link To Document