Pages that link to "Item:Q2502214"

The following pages link to Portfolio construction based on stochastic dominance and target return distributions (Q2502214):

Displaying 17 items.

• Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
• Bi-objective multi-mode project scheduling under risk aversion (Q319785) (← links)
• Standard stochastic dominance (Q320827) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Generalized equitable preference in multiobjective programming (Q421565) (← links)
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Heuristic methods for the optimal statistic median problem (Q709155) (← links)
• Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
• Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)