Pages that link to "Item:Q741144"
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The following pages link to Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144):
Displaying 13 items.
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Two-stage optimization problems with multivariate stochastic order constraints (Q2800361) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- (Q4624530) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
