The following pages link to Diana Roman (Q257270):
Displayed 11 items.
- Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)
- Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
- Hidden Markov models for financial optimization problems (Q3557589) (← links)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
- (Q5324638) (← links)
- Mean-risk models using two risk measures: a multi-objective approach (Q5423196) (← links)