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Portfolio Optimization by Stochastic Dominance Method in the Tehran Stock Exchange

Moslem Peymany Foroushany; Amir Hossein Erza; maryam hamidizadeh; Mahdi Asgharzadeh

Volume 17, Issue 55 , January 2020, , Pages 185-210

https://doi.org/10.22054/jims.2018.27407.1941

Abstract
  The formation of the optimum portfolio based on risk and return is one of the most important decisions of investors in financial markets, for which there are various methods. Markowitz’s Mean-Variance method was the first method introduced in this area; but because of the normality assumption for ...  Read More