Results 261 to 270 of about 22,065,045 (278)

Distributionally Robust Portfolio Optimization With Second-Order Stochastic Dominance Based on Wasserstein Metric

Information Sciences, 2022
Panos M Pardalos, Zohreh Hosseini-Nodeh
exaly  

Second-Order Stochastic Dominance for Decomposable Multiparametric Families With Applications to Order Statistics

Statistics and Probability Letters, 2020
Tommaso Lando, Lucio Bertoli-Barsotti
exaly  

Between First- and Second-Order Stochastic Dominance

Management Science, 2017
Marco Scarsini, Alfred Müller, Robert Lewis Winkler   +2 more
exaly  

Tests for the Second Order Stochastic Dominance Based on L-Statistics

Journal of Business and Economic Statistics, 2011
Javier Cárcamo, José R Berrendero
exaly  

Second-Order Stochastic Dominance Constrained Portfolio Optimization: Theory and Computational Tests

European Journal of Operational Research, 2018
Nasim Dehghan Hardoroudi
exaly  

Multivariate Robust Second-Order Stochastic Dominance and Resulting Risk-Averse Optimization

Optimization, 2019
Jia Liu, Zhiping Chen
exaly  

Robust Portfolio Optimization With Second Order Stochastic Dominance Constraints

Computers and Industrial Engineering, 2020
Ruchika Sehgal, Aparna Mehra
exaly  

Probabilistic Sophistication, Second Order Stochastic Dominance and Uncertainty Aversion

Journal of Mathematical Economics, 2012
Fabio Maccheroni, Simone Cerreia-Vioglio, Massimo Marinacci   +2 more
exaly  

Advancements in Stochastic Dominance Efficiency Tests

European Journal of Operational Research, 2019
Nasim Dehghan Hardoroudi
exaly  

A Test for Second Order Stochastic Dominance

Communications in Statistics - Theory and Methods, 1993
Edna Schechtman, Shlomo Yitzhaki
exaly