Pages that link to "Item:Q2502214"

The following pages link to Portfolio construction based on stochastic dominance and target return distributions (Q2502214):

Displaying 35 items.

• Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
• Bi-objective multi-mode project scheduling under risk aversion (Q319785) (← links)
• Standard stochastic dominance (Q320827) (← 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)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Generalized equitable preference in multiobjective programming (Q421565) (← links)
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Heuristic methods for the optimal statistic median problem (Q709155) (← links)
• ALM models based on second order stochastic dominance (Q1616799) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← 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)
• Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← 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)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
• Compromise programming with Tchebycheff norm for discrete stochastic orders (Q2449367) (← links)
• A general test for SSD portfolio efficiency (Q2516639) (← links)
• A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
• Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
• Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)