Portfolio construction based on stochastic dominance and target return distributions (Q2502214): Difference between revisions

@@ Property / cites work @@
+Exposition of a New Theory on the Measurement of Risk
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+On multiple criteria decision support for suppliers on the competitive electric power market
+Normal rank
@@ Property / cites work @@
+Ordered Families of Distributions
@@ Property / cites work: Ordered Families of Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple criteria linear programming model for portfolio selection
+Normal rank
@@ Property / cites work @@
+Q5192663
@@ Property / cites work: Q5192663 / rank @@
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+On consistency of stochastic dominance and mean-semideviation models
+Normal rank
@@ Property / cites work @@
+On solving linear programs with the ordered weighted averaging objective.
+Normal rank
@@ Property / cites work @@
+Frontiers of Stochastically Nondominated Portfolios
+Normal rank
@@ Property / cites work @@
+Q3815146
@@ Property / cites work: Q3815146 / rank @@
+Normal rank
@@ Property / cites work @@
+A mathematical basis for satisficing decision making
+Normal rank
@@ Property / cites work @@
+COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)
+Normal rank