Pages that link to "Item:Q647395"

The following pages link to Processing second-order stochastic dominance models using cutting-plane representations (Q647395):

Displaying 39 items.

• Enhanced indexation based on second-order stochastic dominance (Q257272) (← 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)
• Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
• On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
• A simple SSD-efficiency test (Q476280) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• ALM models based on second order stochastic dominance (Q1616799) (← links)
• Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
• Stochastic dominance tests (Q2177995) (← links)
• An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
• Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
• General linear formulations of stochastic dominance criteria (Q2355950) (← links)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• A general test for SSD portfolio efficiency (Q2516639) (← links)
• Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
• A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)
• Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
• Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
• The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)