On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812): Difference between revisions

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-.1016/j.ejor.2016.10.006
@@ Property / DOI: 10.1016/j.ejor.2016.10.006 / rank @@
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+MaRDI publication profile
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+W2300028994
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+A linear risk-return model for enhanced indexation in portfolio optimization
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+Mixed-integer programming approaches for index tracking and enhanced indexation
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+Some remarks on stochastic dominance
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+Geometric algorithms and combinatorial optimization.
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+Kernel search: an application to the index tracking problem
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+Moment conditions for almost stochastic dominance
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+Improved Portfolio Choice Using Second-Order Stochastic Dominance*
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+A general test for SSD portfolio efficiency
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+Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+Stochastic Dominance
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+Economically relevant preferences for all observed epsilon
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+Tractable almost stochastic dominance
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+New Formulations for Optimization under Stochastic Dominance Constraints
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+Risk and asset allocation.
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+General linear formulations of stochastic dominance criteria
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+Enhanced indexation based on second-order stochastic dominance
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+Frontiers of Stochastically Nondominated Portfolios
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+Generalized Almost Stochastic Dominance
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@@ Property / DOI @@
+.1016/J.EJOR.2016.10.006
@@ Property / DOI: 10.1016/J.EJOR.2016.10.006 / rank @@
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