Pages that link to "Item:Q4911227"
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The following pages link to An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227):
Displaying 18 items.
- Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
- A regularized simplex method (Q302140) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← 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)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures (Q2815507) (← links)
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
- Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105) (← links)
- Index tracking with utility enhanced weighting (Q5212067) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
