Pages that link to "Item:Q2200800"
From MaRDI portal
The following pages link to An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800):
Displaying 6 items.
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data (Q2066220) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- Improved Portfolio Choice Using Second-Order Stochastic Dominance* (Q4554745) (← links)
- (Q4624530) (← links)
- Sectoral portfolio optimization by judicious selection of financial ratios via PCA (Q6640167) (← links)