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Handbook of Quantitative Finance and Risk Management || Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints

✍ Scribed by Lee, Cheng-Few; Lee, Alice C.; Lee, John

Book ID: 120580763
Publisher: Springer US
Year: 2010
Weight: 447 KB
Category: Article
ISBN: 0387771174
DOI: 10.1007/978-0-387-77117-5_15

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Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globaliz