An efficient algorithm to determine stochastic dominance admissible sets
| Year of publication: |
1979
|
|---|---|
| Authors: | Bawa, Vijay S. ; Lindenberg, Eric B. ; Rafsky, Lawrence C. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 25.1979, 7, p. 609-622
|
| Subject: | Entscheidung | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
-
Wang, Mengdi, (2020)
-
Krishnamoorthy, Mohan, (2018)
-
Hedging the drift : learning to optimize under nonstationarity
Cheung, Wang Chi, (2022)
- More ...
-
An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets
Bawa, Vijay S., (1979)
-
Abstract: Capital Market Equilibrium in a Mean-Lower Partial Moment Framework
Bawa, Vijay S., (1977)
-
Capital market equilibrium in a mean-lower partial moment framework
Bawa, Vijay S., (1977)
- More ...