Portfolio diversification based on stochastic dominance under incomplete probability information

Juuso Liesiö, Peng Xu, Timo Kuosmanen. Portfolio diversification based on stochastic dominance under incomplete probability information. European Journal of Operational Research, 286(2):755-768, 2020. [doi]

Authors

Juuso Liesiö

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Peng Xu

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Timo Kuosmanen

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