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Portfolio construction based on stochastic dominance and target return distributions.
Diana Roman
Ken Darby-Dowman
Gautam Mitra
Published in:
Math. Program. (2006)
Keyphrases
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stochastic dominance
fuzzy random variables
random variables
probability distribution
joint distribution
graphical models
target tracking
decision making
bayesian networks
neural network
kullback leibler divergence
investment strategies