Pages that link to "Item:Q2355950"
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The following pages link to General linear formulations of stochastic dominance criteria (Q2355950):
Displaying 31 items.
- Decision making under uncertainty with unknown utility function and rank-ordered probabilities (Q297307) (← links)
- Standard stochastic dominance (Q320827) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Bivariate almost stochastic dominance (Q471326) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- Moment conditions for almost stochastic dominance (Q485560) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Advancements in stochastic dominance efficiency tests (Q666998) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
- DEA models equivalent to general $N$th order stochastic dominance efficiency tests (Q1785765) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- Optimal investment under ambiguous technology shocks (Q2030529) (← links)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- The family of alpha,[a,b] stochastic orders: risk vs. expected value (Q2237883) (← links)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
