Robust portfolio optimization with second order stochastic dominance constraints.

Ruchika Sehgal Aparna Mehra

Published in: Comput. Ind. Eng. (2020)

Keyphrases

stochastic dominance
portfolio optimization
robust optimization
portfolio selection
random variables
problems involving
stock market
bi objective
factor analysis
portfolio management
data mining
genetic algorithm
dynamic programming
mathematical programming
stock price