Pages that link to "Item:Q257272"

The following pages link to Enhanced indexation based on second-order stochastic dominance (Q257272):

Displaying 28 items.

• Standard stochastic dominance (Q320827) (← links)
• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
• A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
• Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
• Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
• Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
• Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
• Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
• Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
• An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
• Smart network based portfolios (Q2675737) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← 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)