Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance.
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| Title: | Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance. |
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| Authors: | Luo, Chunling1 (AUTHOR) iseluoc@gmail.com, Chen, Piao2 (AUTHOR) piaochen@intl.zju.edu.cn, Jaillet, Patrick3 (AUTHOR) jaillet@mit.edu |
| Source: | Management Science (INFORMS). Aug2025, Vol. 71 Issue 8, p7029-7055. 27p. |
| Database: | Business Source Ultimate |
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| ISSN: | 00251909 |
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| DOI: | 10.1287/mnsc.2022.01092 |