Can commodities dominate stock and bond portfolios? (Q2288932): Difference between revisions

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-.1007/s10479-018-2996-7
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+The dynamics of commodity prices
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+Optimization with Stochastic Dominance Constraints
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+Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
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+Processing second-order stochastic dominance models using cutting-plane representations
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+Stochastic finance. An introduction in discrete time
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+Stochastic multi-objective optimization: a survey on non-scalarizing methods
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+EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
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+Q2778807
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Q3528030
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+A quantitative comparison of risk measures
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+Q2847378
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+Testing for Stochastic Dominance Efficiency
@@ Property / cites work: Testing for Stochastic Dominance Efficiency / rank @@
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+Q129411167
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+.1007/S10479-018-2996-7
@@ Property / DOI: 10.1007/S10479-018-2996-7 / rank @@
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