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Stochastic dominance constraints
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Portfolio selection problem with the third-order stochastic dominance constraints
2016 |
Faculty of Mathematics and Physics
publication
Individual optimal pension allocation under stochastic dominance constraints
2018 |
Faculty of Mathematics and Physics
publication
Qualitative stability of stochastic programs with third-degree stochastic dominance constraint induced by mixed-integer linear recourse
2009 |
Faculty of Mathematics and Physics
publication
Robustness of optimal portfolios under risk and stochastic dominance constraints
2014 |
Faculty of Mathematics and Physics
publication
Decision problems with stochastic dominance constraints
2013 |
Faculty of Mathematics and Physics
publication
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
2021 |
Faculty of Mathematics and Physics
publication
Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems
2020 |
Faculty of Mathematics and Physics
publication
Long-term individual financial planning under stochastic dominance constraints
2020 |
Faculty of Mathematics and Physics
publication
Multistage portfolio optimization with multivariate dominance constraints
2019 |
Faculty of Mathematics and Physics
publication
Multistage stochastic dominance: an application to pension fund management
2024 |
Faculty of Mathematics and Physics
publication
Pension fund management with investment certificates and stochastic dominance
2021 |
Faculty of Mathematics and Physics
publication
Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures
2022 |
Faculty of Mathematics and Physics
publication
Multivariate stochastic dominance and its application in portfolio optimization problems
Publication without faculty affiliation
publication
AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY
2018 |
Faculty of Mathematics and Physics