Pages that link to "Item:Q3001275"
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The following pages link to Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275):
Displaying 22 items.
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- (Q3107478) (← links)
- Portfolio model of risk management with second order stochastic dominant constraints and transaction costs (Q3131123) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- Optimization with Stochastic Dominance Constraints (Q4441972) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- (Q4624530) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- (Q5117542) (← links)
- Portfolio selection with marginal risk control (Q5411509) (← links)
- CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
