On exact and approximate stochastic dominance strategies for portfolio selection. Bruni, R., Cesarone, F., Scozzari, A., & Tardella, F. Eur. J. Oper. Res., 259(1):322–329, 2017.
Paper doi bibtex @article{DBLP:journals/eor/BruniCST17,
author = "Bruni, Renato and Cesarone, Francesco and Scozzari, Andrea and Tardella, Fabio",
title = "On exact and approximate stochastic dominance strategies for portfolio selection",
journal = "Eur. J. Oper. Res.",
volume = "259",
number = "1",
pages = "322--329",
year = "2017",
url = "https://doi.org/10.1016/j.ejor.2016.10.006",
doi = "10.1016/J.EJOR.2016.10.006",
timestamp = "Fri, 21 Feb 2020 00:00:00 +0100",
biburl = "https://dblp.org/rec/journals/eor/BruniCST17.bib",
bibsource = "dblp computer science bibliography, https://dblp.org"
}
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