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Publications by Viktor Kuzmenko
Portfolios Dominating Indices: Optimization With Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
Journal of Risk and Financial Management
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Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
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Mean-Risk Optimization of Electricity Portfolios Using Multiperiod Polyhedral Risk Measures
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