Efficient diversification according to stochastic dominance criteria

Management Science

Volumn 50, Issue 10, 2004, Pages 1390-1406

  Kuosmanen, Timo ^a  

^a WAGENINGEN UNIVERSITY   (Netherlands)

Author keywords

Diversification; Efficiency; Mathematical programming; Portfolio choice; Stochastic dominance

Indexed keywords

ALGORITHMS; MANAGEMENT SCIENCE; MARKETING; PROBABILITY; RANDOM PROCESSES; STRATEGIC PLANNING; THEOREM PROVING;

DIVERSIFICATION; PORTFOLIO CHOICE; STOCHASTIC DOMINANCE; UTILITY FUNCTION;

STOCHASTIC PROGRAMMING;

EID: 8344272922     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.1040.0284     Document Type: Article

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