Results 271 to 278 of about 95,244 (278)

Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization

European Journal of Operational Research, 2012
Huifu Xu, Jörg Fliege
exaly  

A test for second order stochastic dominance

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

Consistent Tests for Stochastic Dominance

Econometrica, 2003
Garry F Barrett, Stephen G Donald
exaly  

Biogeography-Based Optimization of the Portfolio Optimization Problem with Second Order Stochastic Dominance Constraints

Algorithms, 2017
Tao Ye, Siling Feng
exaly  

Stochastic Dominance and Cumulative Prospect Theory

Management Science, 2006
Manel Baucells
exaly  

A Kolmogorov-type test for second-order stochastic dominance

Statistics and Probability Letters, 1998
exaly  

Complexity of Minimizing Projected-Gradient-Dominated Functions with Stochastic First-order Oracles.

CoRR
Saeed Masiha, Saber Salehkaleybar, Niao He, Negar Kiyavash, Patrick Thiran   +4 more
openaire   +1 more source

The reference interval in higher-order stochastic dominance

Economic Theory Bulletin
Ruodu Wang, Qinyu Wu
exaly