Pages that link to "Item:Q1610125"
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The following pages link to From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125):
Displaying 50 items.
- Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier (Q342778) (← links)
- Interactive procedure for a multiobjective stochastic discrete dynamic problem (Q377737) (← links)
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- Data envelopment analysis models of investment funds (Q421799) (← links)
- Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← links)
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- On air traffic flow management with rerouting. II: Stochastic case (Q439637) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- Stochastic set packing problem (Q713096) (← links)
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- A universal, canonical dispersive ordering in metric spaces (Q830672) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming (Q839882) (← links)
- BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Aspiration level approach in stochastic MCDM problems (Q857294) (← links)
- Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← links)
- On a stochastic sequencing and scheduling problem (Q875406) (← links)
- A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← 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)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Almost stochastic dominance and stocks for the long run (Q953451) (← links)
- Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← 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)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming (Q1040974) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
