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Second-order stochastic dominance constrained portfolio optimization Theory and computational tests

Year of publication

2018

Authors

Kallio, Markku; Dehghan Hardoroudi, Nasim

Organizations and authors

Aalto University

Kallio Markku

Dehghan Hardoroudi Nasim

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Publisher

Elsevier

Volume

264

Issue

2

Pages

675-685

​Publication forum

55767

​Publication forum level

2

Open access

Open access in the publisher’s service

No

Self-archived

No

Other information

Fields of science

Business and management

Keywords

[object Object],[object Object],[object Object],[object Object],[object Object]

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1016/j.ejor.2017.06.067

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes