Pages that link to "Item:Q4785869"
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The following pages link to Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869):
Displaying 50 items.
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
- Photovoltaic power plant design considering multiple uncertainties and risk (Q1640051) (← links)
- Symbolic computation with monotone operators (Q1653328) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- Risk tomography (Q1681334) (← links)
- A mean-risk mixed integer nonlinear program for transportation network protection (Q1681354) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Integrated quantile functions: properties and applications (Q1697200) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- A unified approach to uncertain optimization (Q1753451) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Reference point method with importance weighted ordered partial achievements (Q1939053) (← links)
- Hedging the exchange rate risk for international portfolios (Q1998038) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty (Q2137605) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Entropy based risk measures (Q2183329) (← links)
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- A probabilistic framework for the design of instance-based supervised ranking algorithms in an ordinal setting (Q2271869) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Fair optimization and networks: a survey (Q2336590) (← links)
- Equilibrium routing under uncertainty (Q2349119) (← links)
- Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
- Ordered weighted enhancement of preference modeling in the reference point method for multiple criteria optimization (Q2380348) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Asymptotics of minimax stochastic programs (Q2476823) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- On deviation measures in stochastic integer programming (Q2488193) (← links)
