Pages that link to "Item:Q1751812"
From MaRDI portal
The following pages link to On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812):
Displaying 21 items.
- Multiple criteria decision making with interval stochastic variables: a method based on interval stochastic dominance (Q724152) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- Robust optimization approximation for ambiguous P-model and its application (Q1721047) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553) (← links)
- Smart network based portfolios (Q2675737) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
