Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
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- scientific article; zbMATH DE number 1228098 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
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Cited in
(10)- Utility maximization, risk aversion, and stochastic dominance
- Inverse stochastic dominance constraints and rank dependent expected utility theory
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS
- G-expected utility maximization with ambiguous equicorrelation
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- The sparse portfolio optimization with stochastic dominance and background risk and the slqpso algorithm
- Under stochastic dominance Choquet-expected utility and anticipated utility are identical
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