Pages that link to "Item:Q2516639"
From MaRDI portal
The following pages link to A general test for SSD portfolio efficiency (Q2516639):
Displaying 17 items.
- A simple SSD-efficiency test (Q476280) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← 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)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Financial optimization: optimization paradigms and financial planning under uncertainty (Q2516633) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
