Pages that link to "Item:Q1668578"
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The following pages link to Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578):
Displaying 13 items.
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
- Maximum probability dominance and portfolio theory (Q1321114) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (Q2379322) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Improved Portfolio Choice Using Second-Order Stochastic Dominance* (Q4554745) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Frontiers of Stochastically Nondominated Portfolios (Q5472987) (← links)
- Optimal measure preserving derivatives revisited (Q6054457) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)