The following pages link to (Q3604338):
Displaying 21 items.
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Uniformly monotone functions -- definition, properties, characterizations (Q1694796) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- (Q3585648) (← links)
- Improved Portfolio Choice Using Second-Order Stochastic Dominance* (Q4554745) (← links)
- Robustness in SSD portfolio efficiency testing (Q5176363) (← links)
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model (Q6056281) (← links)
