Pages that link to "Item:Q524901"
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The following pages link to A note on portfolio selection and stochastic dominance (Q524901):
Displaying 13 items.
- Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (Q777930) (← links)
- Maximum probability dominance and portfolio theory (Q1321114) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm'' (Q2028871) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- A note on the portfolio selection problem (Q2502406) (← links)
- A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule (Q3116716) (← links)
- Notes on the Markowitz portfolio selection method (Q3354412) (← links)
- Marginal Conditional Stochastic Dominance (Q4302666) (← links)
- A Note on Portfolio Dominance (Q4368673) (← links)
- Stochastic Dominance (Q5472101) (← links)
- Frontiers of Stochastically Nondominated Portfolios (Q5472987) (← links)