Items where Author is "Xu, Peng"
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Xu, Peng (2024) Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. International Review of Financial Analysis, 95. p. 103368. DOI https://doi.org/10.1016/j.irfa.2024.103368
Korhonen, Pekka J and Wallenius, Jyrki and Genc, Tolga and Xu, Peng (2021) On rational behavior in multi-attribute riskless choice. European Journal of Operational Research, 288 (1). pp. 331-342. DOI https://doi.org/10.1016/j.ejor.2020.05.056
Liesiö, Juuso and Xu, Peng and Kuosmanen, Timo (2020) Portfolio diversification based on stochastic dominance under incomplete probability information. European Journal of Operational Research, 286 (2). pp. 755-768. DOI https://doi.org/10.1016/j.ejor.2020.03.042