Pages that link to "Item:Q5944951"
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The following pages link to On consistency of stochastic dominance and mean-semideviation models (Q5944951):
Displaying 50 items.
- Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Stochastic network models for logistics planning in disaster relief (Q323517) (← links)
- Capital rationing problems under uncertainty and risk (Q429488) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Supply chain risk analysis with mean-variance models: a technical review (Q512907) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- A note on portfolio selection and stochastic dominance (Q524901) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Robust risk budgeting (Q1621907) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Benefit and risk analysis of consignment contracts (Q1699192) (← links)
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
- A unified approach to uncertain optimization (Q1753451) (← links)
- Rebels lead to the doctrine of the mean: a heterogeneous degroot model (Q1757704) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
- An online algorithm for the risk-aware restless bandit (Q2029383) (← links)
- On sales effort and pricing decisions under alternative risk criteria (Q2030303) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Stochastic dominance efficient sets and stochastic spanning (Q2044829) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Deviation measures in linear two-stage stochastic programming (Q2433239) (← links)
