Pages that link to "Item:Q1751812"

The following pages link to On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812):

Displaying 7 items.

• Multiple criteria decision making with interval stochastic variables: a method based on interval stochastic dominance (Q724152) (← links)
• Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
• On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)