Pages that link to "Item:Q2184173"
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The following pages link to Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173):
Displaying 14 items.
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Maximum probability dominance and portfolio theory (Q1321114) (← links)
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← links)
- Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach (Q2150771) (← links)
- Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (Q2379322) (← links)
- Marginal Conditional Stochastic Dominance (Q4302666) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Frontiers of Stochastically Nondominated Portfolios (Q5472987) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
