Portfolio optimization with robust stochastic dominance testing: a genetic algorithm approach
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Cites work
- A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution
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- An improved bootstrap test of stochastic dominance
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- Heuristic algorithms for the cardinality constrained efficient frontier
- Heuristics for cardinality constrained portfolio optimization
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- Improving the power of tests of stochastic dominance
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- Portfolio optimization based on stochastic dominance and empirical likelihood
- Portfolio selection using neural networks
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- Risk-averse optimization and control. Theory and methods
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- Shape-restricted inference for Lorenz curves using duality theory
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- Stochastic Dominance and Expected Utility: Survey and Analysis
- Testing for stochastic dominance using the weighted McFadden-type statistic
- The Efficiency Analysis of Choices Involving Risk
- Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
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