Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11081-016-9329-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2487052625
@@ Property / OpenAlex ID: W2487052625 / rank @@
+Normal rank
@@ Property / cites work @@
+A linear risk-return model for enhanced indexation in portfolio optimization
+Normal rank
@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
+Normal rank
@@ Property / cites work @@
+Optimal Index Tracking Under Transaction Costs and Impulse Control
+Normal rank
@@ Property / cites work @@
+Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory
+Normal rank
@@ Property / cites work @@
+Mixed-integer programming approaches for index tracking and enhanced indexation
+Normal rank
@@ Property / cites work @@
+Integrated simulation and optimization models for tracking international fixed income indices
+Normal rank
@@ Property / cites work @@
+Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Q3632460
@@ Property / cites work: Q3632460 / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario optimization
@@ Property / cites work: Scenario optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of optimal portfolios under risk and stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Processing second-order stochastic dominance models using cutting-plane representations
+Normal rank
@@ Property / cites work @@
+Linear programming models based on omega ratio for the enhanced index tracking problem
+Normal rank
@@ Property / cites work @@
+Kernel search: an application to the index tracking problem
+Normal rank
@@ Property / cites work @@
+Tracking bond indices in an integrated market and credit risk environment
+Normal rank
@@ Property / cites work @@
+Q5393513
@@ Property / cites work: Q5393513 / rank @@
+Normal rank
@@ Property / cites work @@
+Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
+Normal rank
@@ Property / cites work @@
+Tractable almost stochastic dominance
@@ Property / cites work: Tractable almost stochastic dominance / rank @@
+Normal rank
@@ Property / cites work @@
+Data envelopment analysis of mutual funds based on second-order stochastic dominance
+Normal rank
@@ Property / cites work @@
+Game Theoretical Approach for Reliable Enhanced Indexation
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Optimal path problems with second-order stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Portfolio construction based on stochastic dominance and target return distributions
+Normal rank
@@ Property / cites work @@
+Enhanced indexation based on second-order stochastic dominance
+Normal rank
@@ Property / cites work @@
+Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
+Normal rank
@@ Property / cites work @@
+A hybrid optimization approach to index tracking
@@ Property / cites work: A hybrid optimization approach to index tracking / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Almost Stochastic Dominance
@@ Property / cites work: Generalized Almost Stochastic Dominance / rank @@
+Normal rank
@@ Property / cites work @@
+Market neutral portfolios
@@ Property / cites work: Market neutral portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+A Minimax Portfolio Selection Rule with Linear Programming Solution
+Normal rank
@@ Property / cites work @@
+Q5445734
@@ Property / cites work: Q5445734 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2402580