Pages that link to "Item:Q4785869"
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The following pages link to Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869):
Displaying 50 items.
- Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
- Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- CVaR (superquantile) norm: stochastic case (Q320902) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Portfolio optimization under loss aversion (Q322671) (← links)
- Minimizing conditional-value-at-risk for stochastic scheduling problems (Q398891) (← links)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Generalized equitable preference in multiobjective programming (Q421565) (← links)
- Data envelopment analysis models of investment funds (Q421799) (← links)
- Capital rationing problems under uncertainty and risk (Q429488) (← links)
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
- Staffing a call center with uncertain non-stationary arrival rate and flexibility (Q443817) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- The \(p\)-folded cumulative distribution function and the mean absolute deviation from the \(p\)-quantile (Q553036) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Supervised ranking in the WEKA environment (Q621604) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- Integrated chance constraints: reduced forms and an algorithm (Q867427) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- Characterization of stochastic orders by \(L\)-functionals (Q882896) (← links)
- Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- On efficient WOWA optimization for decision support under risk (Q962908) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty (Q1026569) (← links)
- Inequality measures and equitable locations (Q1026587) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
