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On exact and approximate stochastic dominance strategies for portfolio selection.
Renato Bruni
Francesco Cesarone
Andrea Scozzari
Fabio Tardella
Published in:
Eur. J. Oper. Res. (2017)
Keyphrases
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portfolio selection
stochastic dominance
exact and approximate
random variables
query evaluation
string matching
dynamic programming
robust optimization
genetic algorithm
optimal portfolio
financial markets
multiple objectives
branch and bound
lower bound
search algorithm
bayesian networks
machine learning