Pages that link to "Item:Q5944951"
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The following pages link to On consistency of stochastic dominance and mean-semideviation models (Q5944951):
Displaying 37 items.
- INSDECM -- an interactive procedure for stochastic multicriteria decision problems (Q2433501) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- On measuring and profiling catastrophic risks (Q2458097) (← links)
- Invariant see-saw models and sequential dominance (Q2461640) (← 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)
- Convexity and decomposition of mean-risk stochastic programs (Q2492670) (← links)
- Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation (Q2670546) (← links)
- Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
- Metrization of stochastic dominance rules (Q2882693) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- The Need for and Possible Methods of Objective Ranking (Q3058459) (← links)
- Third Degree Stochastic Dominance and Mean-Risk Analysis (Q3116732) (← links)
- Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance (Q3117331) (← links)
- A Parametric Approach to Stochastic Dominance: The Lognormal Case (Q3712073) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Almost stochastic dominance under inconsistent utility and loss functions (Q4684889) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Theory of Generalized Risk Attitudes (Q4692009) (← links)
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (Q4995000) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- Index policy for multiarmed bandit problem with dynamic risk measures (Q6090163) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- Optimal insurance with mean-deviation measures (Q6607480) (← links)
- Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
