Results 261 to 270 of about 95,244 (278)

Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics

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

Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization

Optimization, 2023
Liping Pang
exaly  

Between First- and Second-Order Stochastic Dominance

Management Science, 2017
Alfred Müller, Marco Scarsini, Ilia Tsetlin   +2 more
exaly  

Tests for the Second Order Stochastic Dominance Based onL-Statistics

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

Robust portfolio optimization with second order stochastic dominance constraints

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

Multivariate robust second-order stochastic dominance and resulting risk-averse optimization

Optimization, 2019
Zhiping Chen, Jia Liu
exaly  

Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests

European Journal of Operational Research, 2018
Markku Kallio
exaly  

Probabilistic sophistication, second order stochastic dominance and uncertainty aversion

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

DEA models equivalent to generalNth order stochastic dominance efficiency tests

Operations Research Letters, 2016
Martin Branda, Miloš Kopa
exaly  

Advancements in stochastic dominance efficiency tests

European Journal of Operational Research, 2019
Markku Kallio
exaly