The following pages link to (Q4624530):
Displaying 6 items.
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
