Pages that link to "Item:Q4441972"
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The following pages link to Optimization with Stochastic Dominance Constraints (Q4441972):
Displaying 10 items.
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
- Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric (Q6631564) (← links)
- Sectoral portfolio optimization by judicious selection of financial ratios via PCA (Q6640167) (← links)
- Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)
- Stackelberg risk preference design (Q6665396) (← links)