Pages that link to "Item:Q4785869"

The following pages link to Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869):

Displaying 50 items.

• Convexity and decomposition of mean-risk stochastic programs (Q2492670) (← links)
• Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
• Subdifferential representations of risk measures (Q2502205) (← links)
• Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
• Second-price common-value auctions under multidimensional uncertainty (Q2507852) (← links)
• Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
• Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
• Worst-case robust Omega ratio (Q2514722) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• Strategic long-term financial risks: single risk factors (Q2574059) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Measuring risk for income streams (Q2574064) (← links)
• Conditional value-at-risk in stochastic programs with mixed-integer recourse (Q2583132) (← links)
• Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment (Q2666690) (← links)
• A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
• Two-stage optimization problems with multivariate stochastic order constraints (Q2800361) (← links)
• Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
• Additive consistency of risk measures and its application to risk-averse routing in networks (Q2833115) (← links)
• Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
• Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
• Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
• Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
• Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
• Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
• ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
• Third Degree Stochastic Dominance and Mean-Risk Analysis (Q3116732) (← links)
• Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
• Time to wealth goals in capital accumulation (Q3375375) (← links)
• On a subjective approach to risk measurement (Q3437407) (← links)
• On Deviation Measures in Stochastic Integer Programming (Q3439156) (← links)
• A branch-and-bound method for multistage stochastic integer programs with risk objectives (Q3498593) (← links)
• On Decision Support Under Risk by the WOWA Optimization (Q3524991) (← links)
• Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834) (← links)
• (Q3585648) (← links)
• (Q3604336) (← links)
• (Q3604338) (← links)
• Robust portfolio selection under downside risk measures (Q3650968) (← 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)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
• Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507) (← links)
• On the global minimization of the value-at-risk (Q4657710) (← links)
• SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (Q4906536) (← links)
• An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
• Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
• Approximation Algorithms for a Class of Stochastic Selection Problems with Reward and Cost Considerations (Q4971383) (← links)
• Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
• Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning (Q5071109) (← links)
• The Risk-Averse Static Stochastic Knapsack Problem (Q5085467) (← links)