Pages that link to "Item:Q1761828"
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The following pages link to Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828):
Displaying 8 items.
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Bivariate almost stochastic dominance (Q471326) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
