Pages that link to "Item:Q1681525"
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The following pages link to Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525):
Displaying 7 items.
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Eco-friendly container transshipment route scheduling problem with repacking operations (Q2156286) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
