Pages that link to "Item:Q5239081"
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The following pages link to Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081):
Displaying 3 items.
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)