Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Valle, Cristiano Arbex, Beasley, John E, Meade, Nigel
Format:	Preprint
Published:	2024
Subjects:	Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.16777