Pages that link to "Item:Q2244232"
From MaRDI portal
The following pages link to Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232):
Displaying 7 items.
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Improved Portfolio Choice Using Second-Order Stochastic Dominance* (Q4554745) (← links)
- (Q4624530) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)