Stochastic Bounds for Reference Sets in Portfolio Analysis
Published Online:2 Mar 2021https://doi.org/10.1287/mnsc.2020.3838
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Volume 67, Issue 12
December 2021
Pages 7291-7950, iii-iv
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- Received:July 21, 2019
- Accepted:May 22, 2020
- Published Online:March 02, 2021
Copyright © 2021, INFORMS
Cite as
Stelios Arvanitis, Thierry Post, Nikolas Topaloglou (2021) Stochastic Bounds for Reference Sets in Portfolio Analysis. Management Science 67(12):7737-7754.
https://doi.org/10.1287/mnsc.2020.3838
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