- How Tight is the Necessary Condition for the Second-order Stochastic Dominance?2020 | Faculty of Mathematics and Physics
- A Second-order Stochastic Dominance Portfolio Efficiency Measure2008 | Faculty of Mathematics and Physics
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems2020 | Faculty of Mathematics and Physics
- A shadow utility of portfolios efficient with respect to the second order stochastic dominance2021 | Faculty of Mathematics and Physics
- A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion2009 | Faculty of Mathematics and Physics
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- Robust First Order Stochastic Dominance in Portfolio Optimization2021 | Faculty of Mathematics and Physics
- Portfolio efficiency with respect to higher order stochastic dominance2013 | Faculty of Mathematics and Physics
- DEA-risk efficiency of stock indices2010 | Faculty of Mathematics and Physics
- Robustness and bootstrap approaches to SSD portfolio efficiency testing2012 | Faculty of Mathematics and Physics
- Out-of-sample SSD efficiency of mean-CVaR efficient portfolios2015 | Faculty of Mathematics and Physics
- Diversification-consistent data envelopment analysis based on directional-distance measures2015 | Faculty of Mathematics and Physics
- Risk-aversion in data envelopment analysis models with diversification2021 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- On relations between DEA-risk models and stochastic dominance efficiency tests2014 | Faculty of Mathematics and Physics
- Optimal mean - variance portfolios under NSD efficiency constraints2014 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Stochastic dominance in portfolio efficiency testingPublication without faculty affiliation
- General linear formulations of stochastic dominance criteria2013 | Faculty of Mathematics and Physics
- Minimal Risk Portfolios under SSD efficiency constraints2014 | Faculty of Mathematics and Physics
- Incidence of stochastic dominance relations in financial data2010 | Faculty of Mathematics and Physics
- Long-term individual financial planning under stochastic dominance constraints2020 | Faculty of Mathematics and Physics
- Robustness in SSD portfolio efficiency testing2012 | Faculty of Mathematics and Physics
- Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures2022 | Faculty of Mathematics and Physics
- Multistage portfolio optimization with multivariate dominance constraints2019 | Faculty of Mathematics and Physics
- DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices2012 | Faculty of Mathematics and Physics
- EFFICIENCY OF SEVERAL RISK MINIMIZING PORTFOLIOS2012 | Faculty of Mathematics and Physics
- Decision problems with stochastic dominance constraints2013 | Faculty of Mathematics and Physics
- Comparison of Mean-Risk Efficient Portfolios in Asia-Pacific Capital Markets2014 | Faculty of Mathematics and Physics