1 Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study

Csaba I. Fábián, Gautam Mitra, Diana Roman, Victor Zverovich, Tibor Vajnai, Edit Csizmás and Olga Papp

Stochastic Optimization Methods in Finance and Energy
International Series in Operations Research & Management Science, 2011, Volume 163, Part 3, 441-469, DOI: 10.1007/978-1-4419-9586-5_18
http://www.springerlink.com/content/w3k8502012843m33/
2
Portfolio optimization in stochastic markets
U. Çakmak and S. Özekici

Mathematical Methods of Operations Research
Volume 63, Number 1, 151-168, DOI: 10.1007/s00186-005-0020-x
http://www.springerlink.com/content/f1q2hm2pv1966031/