3 Art�culos

Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

Acceso

en l�nea

Neslihan Fidan Ke�eci, Viktor Kuzmenko and Stan Uryasev

Revista: Journal of Risk and Financial Management Formato: Electr�nico

Tabla de contenido: Vol: 9 Num: 4 Par: December A�o: 2016

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics

Solicitud

usuarios registrados

So Yeon Chun, Alexander Shapiro, and Stan Uryasev P�g. 739 - 756

Revista: OPERATIONS RESEARCH Formato: Impreso

Tabla de contenido: Vol: 60 Num: 4 Par: 0 A�o: 2012

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