Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach

Xu, Peng

doi:10.1016/j.irfa.2024.103368

International Review of Financial Analysis

2024

DOI: 10.1016/j.irfa.2024.103368

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Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach

Peng Xu

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Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach

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References 63 publications

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