Pages that link to "Item:Q2029940"
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The following pages link to Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940):
Displaying 6 items.
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Portfolio selection in a two-regime world (Q2630104) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches (Q2877541) (← links)
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty (Q6547046) (← links)
- Portfolio selection with second order uncertain dominance constraint (Q6668721) (← links)