2

Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance

Year:
2015
Language:
english
File:
PDF, 345 KB
english, 2015
3

Portfolio Choice Based on Third-Degree Stochastic Dominance

Year:
2016
Language:
english
File:
PDF, 606 KB
english, 2016
5

A general test for SSD portfolio efficiency

Year:
2015
Language:
english
File:
PDF, 956 KB
english, 2015
12

Robustness in stochastic programs with risk constraints

Year:
2012
Language:
english
File:
PDF, 618 KB
english, 2012
14

General linear formulations of stochastic dominance criteria

Year:
2013
Language:
english
File:
PDF, 819 KB
english, 2013
15

Aggregate investor preferences and beliefs: A comment

Year:
2013
Language:
english
File:
PDF, 276 KB
english, 2013
18

DEA models equivalent to general N-th order stoc

Year:
2016
Language:
english
File:
PDF, 268 KB
english, 2016
26

Portfolio Optimization with DARA Stochastic Dominance Constraints

Year:
2017
Language:
english
File:
PDF, 430 KB
english, 2017
27

Multi-stage emissions management of a steel company

Year:
2019
Language:
english
File:
PDF, 1.44 MB
english, 2019