Pages that link to "Item:Q1703557"
From MaRDI portal
The following pages link to Individual optimal pension allocation under stochastic dominance constraints (Q1703557):
Displayed 16 items.
- Multi-stage emissions management of a steel company (Q827145) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Projections of pension benefits in supplementary pension saving scheme in Slovakia (Q2045637) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Evaluation of scenario reduction algorithms with nested distance (Q2221467) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system (Q2241089) (← links)
- Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
- Comparing stage-scenario with nodal formulation for multistage stochastic problems (Q6057723) (← links)
- The riskiness of stock versus money market investment with stochastic rates (Q6161236) (← links)
