Pages that link to "Item:Q5472987"
From MaRDI portal
The following pages link to Frontiers of Stochastically Nondominated Portfolios (Q5472987):
Displaying 27 items.
- Nonparametric comparative revealed risk aversion (Q406421) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- A parametric simplex algorithm for linear vector optimization problems (Q526835) (← links)
- The \(p\)-folded cumulative distribution function and the mean absolute deviation from the \(p\)-quantile (Q553036) (← links)
- Advancements in stochastic dominance efficiency tests (Q666998) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- A computationally stable solution algorithm for linear programs (Q2372034) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Convexity and decomposition of mean-risk stochastic programs (Q2492670) (← links)
- Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)
- Assessing the prediction uncertainty in a route optimization model for autonomous maritime logistics (Q6091858) (← links)
- Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190) (← links)
- A bi-criteria moving-target travelling salesman problem under uncertainty (Q6167752) (← links)
