Pages that link to "Item:Q5472779"

The following pages link to CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779):

Displaying 11 items.

• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
• Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
• On variant reflected backward SDEs, with applications (Q1039926) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
• Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
• Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
• Potentials of a Markov process are expected suprema (Q5429593) (← links)