Pages that link to "Item:Q4554745"
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The following pages link to Improved Portfolio Choice Using Second-Order Stochastic Dominance* (Q4554745):
Displaying 19 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← 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)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Index tracking with utility enhanced weighting (Q5212067) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)
- The relative efficiency of option hedging strategies using the third-order stochastic dominance (Q6166928) (← links)
- Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests (Q6620915) (← links)
- Inference on Consensus Ranking of Distributions (Q6626251) (← links)
- GDP-linked bonds as a new asset class (Q6657692) (← links)
