Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency
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Keywordsdifferent return-risk levels; fossil fuels energy stocks; mean-variance portfolio optimization; pairwise efficiency; second order stochastic dominance;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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