Incomplete risk-preference information in portfolio decision analysis
From MaRDI portal
Publication:2079418
Recommendations
- Third degree stochastic dominance and mean-risk analysis
- Frontiers of Stochastically Nondominated Portfolios
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- Portfolio construction based on stochastic dominance and target return distributions
- Preference programming for robust portfolio modeling and project selection
Cites work
- Advancements in stochastic dominance efficiency tests
- An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem
- Capturing preferences for inequality aversion in decision support
- Contingent Portfolio Programming for the Management of Risky Projects
- Cost-efficiency analysis of weapon system portfolios
- CUT: A Multicriteria Approach for Concavifiable Preferences
- Decision Analysis with Incomplete Utility and Probability Information
- Efficient allocation of resources to a portfolio of decision making units
- General linear formulations of stochastic dominance criteria
- Generalized almost stochastic dominance
- scientific article; zbMATH DE number 3679573 (Why is no real title available?)
- scientific article; zbMATH DE number 3568375 (Why is no real title available?)
- Multi-objective branch and bound
- Multicriteria Optimization
- Optimization with Stochastic Dominance Constraints
- Partial Information, Dominance, and Potential Optimality in Multiattribute Utility Theory
- Portfolio construction based on stochastic dominance and target return distributions
- Portfolio decision analysis. Improved methods for resource allocation.
- Portfolio diversification based on stochastic dominance under incomplete probability information
- Preference programming for robust portfolio modeling and project selection
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Scenario-based portfolio model for building robust and proactive strategies
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests
- Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
- Testing for stochastic dominance efficiency
- Testing for the stochastic dominance efficiency of a given portfolio
- The Efficiency Analysis of Choices Involving Risk
- The vector linear program solver \textit{Bensolve} -- notes on theoretical background
- Theory of games and economic behavior.
- Third degree stochastic dominance and mean-risk analysis
- Vector Optimization with Infimum and Supremum
Cited in
(5)- Making inflexible investment decisions with incomplete information
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
- On expectiles and almost stochastic dominance
- Fifty years of portfolio optimization
- Optimization models for cumulative prospect theory under incomplete preference information
This page was built for publication: Incomplete risk-preference information in portfolio decision analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2079418)
