Jia Liu, Zhiping Chen, Giorgio Consigli. Interval-based stochastic dominance: theoretical framework and application to portfolio choices. Annals OR, 307(1):329-361, 2021. [doi]
@article{LiuCC21-5,
title = {Interval-based stochastic dominance: theoretical framework and application to portfolio choices},
author = {Jia Liu and Zhiping Chen and Giorgio Consigli},
year = {2021},
doi = {10.1007/s10479-021-04231-9},
url = {https://doi.org/10.1007/s10479-021-04231-9},
researchr = {https://researchr.org/publication/LiuCC21-5},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {307},
number = {1},
pages = {329-361},
}