Incomplete risk-preference information in portfolio decision analysis
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DOI: 10.1016/j.ejor.2022.04.043
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Cited by:
- Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
- Xu, Peng, 2024. "Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach," International Review of Financial Analysis, Elsevier, vol. 95(PA).
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Keywords
Decision support systems; Portfolio decision analysis; Stochastic dominance; Multi-objective programming/optimization;All these keywords.
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