Pages that link to "Item:Q2514714"
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The following pages link to Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714):
Displaying 36 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Standard stochastic dominance (Q320827) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Multi-stage emissions management of a steel company (Q827145) (← links)
- Maximum probability dominance and portfolio theory (Q1321114) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Special issue: topics in stochastic programming (Q2118069) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Exact penalization in stochastic programming -- calmness and constraint qualification (Q2260525) (← 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)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Frontiers of Stochastically Nondominated Portfolios (Q5472987) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)
- Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
