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ArticleTractable Almost Stochastic Dominance

Andrey Lizyayev2011

Article2011

Tractable Almost Stochastic Dominance

Andrey Lizyayev · Andrzej Ruszczyński

54 citations·0/0 files stored·European Journal of Operational Research

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Decision-Making and Behavioral Economics

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References

1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1952Portfolio Selection 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING 1969Rules for Ordering Uncertain Prospects 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming 1969The Efficiency Analysis of Choices Involving Risk 1971Increasing risk II: Its economic consequences

Cited by

2016Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models 2014Models and formulations for multivariate dominance-constrained stochastic programs 2017Higher-degree stochastic dominance optimality and efficiency 2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 2021Diversification benefits in the cryptocurrency market under mild explosivity

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Year2011

Typearticle

Published2011-11-17

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations54

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.ejor.2011.11.019

openalex_workW2088178142

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