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

机译：投资组合支配指数：二阶随机优势约束与最小和均值方差组合的优化

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作者
Neslihan Fidan Keçeci; Viktor Kuzmenko; Stan Uryasev;
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年度 2016
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1. Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios [J] . NeslihanFidanKe?eci 1 ViktorKuzmenko 2, StanUryasev 3* Journal of Risk and Financial Management . 2016,第4期

机译：投资组合主导指数：二阶随机优势约束与最小和平均方差投资组合的优化
2. Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios [J] . Neslihan Fidan Ke?eci, Viktor Kuzmenko, Stan Uryasev Journal of Risk and Financial Management . 2016,第4期

机译：投资组合主导指数：二阶随机优势约束与最小和平均方差投资组合的优化
3. Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization [J] . Q. H. Zhai, T. Ye, M. X. Huang, Computational intelligence and neuroscience . 2020,第4期

机译：鲸鱼优化算法用于多弦二阶随机优势组合优化
4. Minimum Variance Portfolio, Equally Weighted Portfolio or Their Combinations: An Empirical Analysis [C] . ZENG Ting, JIANG Chonghui, MA Yongkai International conference on financial risk and corporate finance management . 2012

机译：最小方差组合，同等加权组合或其组合：实证分析
5. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility [D] . Varga, Katherine Yvonne. 2015

机译：具有随机股息和随机波动的组合优化
6. Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization [O] . Q. H. Zhai, T. Ye, M. X. Huang, 2020

机译：鲸鱼优化算法用于多弦二阶随机优势组合优化
7. Gray Wolf Optimization Algorithm for Multi-Constraints Second-Order Stochastic Dominance Portfolio Optimization [O] . Yixuan Ren, Tao Ye, Mengxing Huang, 2018

机译：多约束二阶随机优势产品组合优化灰狼优化算法

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

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