On exact and approximate stochastic dominance strategies for portfolio selection

Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella. On exact and approximate stochastic dominance strategies for portfolio selection. European Journal of Operational Research, 259(1):322-329, 2017. [doi]

@article{BruniCST17,
  title = {On exact and approximate stochastic dominance strategies for portfolio selection},
  author = {Renato Bruni and Francesco Cesarone and Andrea Scozzari and Fabio Tardella},
  year = {2017},
  doi = {10.1016/j.ejor.2016.10.006},
  url = {http://dx.doi.org/10.1016/j.ejor.2016.10.006},
  researchr = {https://researchr.org/publication/BruniCST17},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {259},
  number = {1},
  pages = {322-329},
}