scientific article
From MaRDI portal
Publication:3585648
zbMath1193.91140MaRDI QIDQ3585648
Publication date: 20 August 2010
Full work available at URL: https://eudml.org/doc/196506
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
On relations between DEA-risk models and stochastic dominance efficiency tests ⋮ Robustness in stochastic programs with risk constraints ⋮ Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric ⋮ Individual optimal pension allocation under stochastic dominance constraints ⋮ Robustness in SSD portfolio efficiency testing
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
- Portfolio construction based on stochastic dominance and target return distributions
- Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
- New Formulations for Optimization under Stochastic Dominance Constraints
- Optimization with Stochastic Dominance Constraints
- Dual Stochastic Dominance and Related Mean-Risk Models
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Stochastic Dominance
- Frontiers of Stochastically Nondominated Portfolios
- The Efficiency Analysis of Choices Involving Risk
This page was built for publication: