Multistage portfolio optimization with multivariate dominance constraints (Q1722747): Difference between revisions

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+On exact and approximate stochastic dominance strategies for portfolio selection
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+Optimization with multivariate stochastic dominance constraints
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+Optimization with Multivariate Stochastic Dominance Constraints
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+Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints
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+Multivariate stochastic dominance for risk averters and risk seekers
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+Individual optimal pension allocation under stochastic dominance constraints
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+Efficiency Analysis for Multivariate Distributions
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+Stochastic Dominance
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+Multi-Period Stochastic Dominance
@@ Property / cites work: Multi-Period Stochastic Dominance / rank @@
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+Multistage Stochastic Optimization
@@ Property / cites work: Multistage Stochastic Optimization / rank @@
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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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+Lectures on Stochastic Programming
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