Stochastic Dominance, Risk, and Weak Sub-majorization with Applications to Portfolio Optimization.
Rui DingPublished in: ICoMS (2023)
Keyphrases
- portfolio optimization
- stochastic dominance
- portfolio management
- risk management
- portfolio selection
- random variables
- problems involving
- stock market
- risk measures
- factor analysis
- robust optimization
- bi objective
- stock exchange
- investment decisions
- optimization methods
- stock price
- sharpe ratio
- financial data
- decision support system
- graphical models
- multi objective