Pages that link to "Item:Q4785869"
From MaRDI portal
The following pages link to Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869):
Displaying 22 items.
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Planning Online Advertising Using Gini Indices (Q5129191) (← links)
- Robustness in SSD portfolio efficiency testing (Q5176363) (← links)
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
- Higher moment coherent risk measures (Q5423190) (← links)
- Stress testing for VaR and CVaR (Q5423193) (← links)
- Mean-risk models using two risk measures: a multi-objective approach (Q5423196) (← links)
- Risk analysis of a pay to delay capacity reservation contract (Q5481689) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model (Q6056281) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Index policy for multiarmed bandit problem with dynamic risk measures (Q6090163) (← links)
- Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
- Sharp bounds in the latent index selection model (Q6193036) (← links)
- Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
- Asymptotics of the optimal value of SAA with AMIS on minimax stochastic programs (Q6655247) (← links)
- Stochastic decomposition for risk-averse two-stage stochastic linear programs (Q6667704) (← links)