Social responsibility investment (SRI) has attracted worldwide attention for its potential in promoting investment susta......

In this project we chose nine stocks from varying industries,namely Target,Toyota,Unilever,Apple,AIG,IBM,American Expres......

This study develops and applies a portfolio construction method based on the Stochastic Dominance (SD) decision criterio......

　　In this paper,we formulate pessimistic portfolio (Bassett et al.,2004) from Choquet utility maximization and coheren......