2009-04-22Buch
An enhanced model for portfolio choice with SSD criteria: a constructive approach
Fábián, C.I.; Mitra, G.; Roman, D.; Zverovich, V.
We formulate a portfolio planning model which is based on Second-order Stochastic Dominance as the choice criterion. This model is an enhanced version of the multi-objective model proposed by Roman, Darby-Dowman, and Mitra ...