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"Optimal portfolio trading subject to stochastic dominance constraints ..."

Arti Singh, Selvamuthu Dharmaraja (2020)

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DOI: 10.1111/ITOR.12435

access: closed

type: Journal Article

metadata version: 2023-09-30

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Arti Singh, Selvamuthu Dharmaraja:
Optimal portfolio trading subject to stochastic dominance constraints under second-order autoregressive price dynamics. Int. Trans. Oper. Res. 27(3): 1771-1803 (2020)

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