Q3585648 (Q3585648): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	No label defined	scientific article

Statements

scholarly article

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zbMATH Open document ID

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publication date

20 August 2010

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full work available at URL

https://eudml.org/doc/196506

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http://www.kybernetika.cz/content/2010/3/488

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

stability

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stochastic dominance

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SSD portfolio efficiency measure

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MaRDI profile type

MaRDI publication profile

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Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints

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Optimization with Stochastic Dominance Constraints

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Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

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Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods

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The Efficiency Analysis of Choices Involving Risk

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Stochastic Dominance

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New Formulations for Optimization under Stochastic Dominance Constraints

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Dual Stochastic Dominance and Related Mean-Risk Models

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Portfolio construction based on stochastic dominance and target return distributions

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Frontiers of Stochastically Nondominated Portfolios

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Sitelinks

Mathematics(1 entry)

mardi Publication:3585648

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