Pages that link to "Item:Q3638977"
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The following pages link to Stochastic Dominance and Applications to Finance, Risk and Economics (Q3638977):
Displayed 12 items.
- Portfolio optimization under loss aversion (Q322671) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Generating negations of probability distributions (Q2100173) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- A new stochastic dominance criterion for dependent random variables with applications (Q2681456) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- What if We Only Have Approximate Stochastic Dominance? (Q4558823) (← links)
- On Modeling of Uncertainty in Behavioral Economics (Q5015910) (← links)
- Tail-behavior roadmap for sharp restart (Q5876980) (← links)