- MULTIVARIATE STOCHASTIC DOMINANCE FOR MULTIVARIATE NORMAL DISTRIBUTION2018 | Faculty of Mathematics and Physics
- Multivariate stochastic dominance and its application in portfolio optimization problemsPublication without faculty affiliation
- Decision problems with stochastic dominance constraints2013 | Faculty of Mathematics and Physics
- Multidimensional stochastic dominance for discrete uniform distribution2016 | Faculty of Mathematics and Physics
- Stochastic dominance in portfolio efficiency testingPublication without faculty affiliation
- Robust First Order Stochastic Dominance in Portfolio Optimization2021 | Faculty of Mathematics and Physics
- Stochastic dominance and CVaR in portfolio selection problem2005 | Faculty of Mathematics and Physics
- 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
- Stochastic dominance enhanced portfolios - empirical evidence2016 | Faculty of Mathematics and Physics
- Incidence of stochastic dominance relations in financial data2010 | Faculty of Mathematics and Physics
- Portfolio efficiency with respect to higher order stochastic dominance2013 | Faculty of Mathematics and Physics
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- General linear formulations of stochastic dominance criteria2013 | Faculty of Mathematics and Physics
- Portfolio Choice Based on Third-Degree Stochastic Dominance2017 | Faculty of Mathematics and Physics
- Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures2022 | Faculty of Mathematics and Physics
- From stochastic dominance to DEA-risk models: portfolio efficiency analysis2012 | Faculty of Mathematics and Physics
- DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices2012 | Faculty of Mathematics and Physics
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
- Individual optimal pension allocation under stochastic dominance constraints2018 | 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
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance2015 | Faculty of Mathematics and Physics
- A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion2009 | Faculty of Mathematics and Physics
- Long-term individual financial planning under stochastic dominance constraints2020 | Faculty of Mathematics and Physics
- Qualitative stability of stochastic programs with third-degree stochastic dominance constraint induced by mixed-integer linear recourse2009 | Faculty of Mathematics and Physics
- On relations between DEA-risk models and stochastic dominance efficiency tests2014 | Faculty of Mathematics and Physics
- Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints2021 | Faculty of Mathematics and Physics
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics