Stochastic dominance algorithms with application to mutual fund performance evaluation
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Multistage stochastic optimization for private equity investments
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Portfolio optimization with tri-objective for index fund management
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Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms
Yen, Yu-Min, (2019)
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Stochastic dominance algorithms with application to mutual fund performance evaluation
Venkataraman, Sree Vinutha, (2021)
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Estimation of dynamic VaR using JSU and PIV distributions
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A remark on mean‐semivariance behaviour : Downside risk and capital asset pricing
Venkataraman, Sree Vinutha, (2021)
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