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Search: subject:"Stochastic dominance constraints"
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Mathematical programming
5
Mathematische Optimierung
5
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
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4
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4
Stochastic dominance constraints
4
Nutzenfunktion
3
Risikoaversion
3
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3
Utility function
3
Contamination technique
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
First order stochastic dominance constraints
2
Portfolio efficiency tests
2
Probabilistic risk constraints
2
Robustness and sensitivity analysis
2
multistage stochastic mixed 0-1 optimization
2
risk averse measures
2
scenario clustering
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stochastic dominance constraints
2
Central planner
1
Cross-scenario constraints
1
Decarbonization
1
Dynamic programming
1
Dynamische Optimierung
1
Experiment
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Markowitz mean-variance model
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Markowitz mean–variance model
1
Mixed 0-1 deterministic equivalent model
1
Multiperiod stochastic mixed 0-1 linear programming
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Multistage portfolio optimization problem
1
Multistage stochastic mixed 0-1 Optimization
1
Multivariate Analyse
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Escudero, Laureano F.
3
Dupačová, Jitka
2
Garín, María Araceli
2
Merino, María
2
Pérez, Gloría
2
Araceli, María
1
Carrión, Miguel
1
Domínguez, Ruth
1
Escudero Bueno, Laureano F.
1
Kopa, Miloš
1
Kopam, Milos̆
1
Martín, Garín
1
Merino Maestre, María
1
Monge, Juan Francisco
1
Petrová, Barbora
1
Pérez Sainz de Rozas, Gloria
1
Romero Morales, María Dolores
1
Vitali, Sebastiano
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Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
1
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European journal of operational research : EJOR
2
BILTOKI
1
Biltoki : documentos de trabajo
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Computational Management Science : CMS
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Energy economics
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European Journal of Operational Research
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ECONIS (ZBW)
6
RePEc
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1
Investments in transmission lines and storage units considering second-order
stochastic
dominance
constraints
Domínguez, Ruth
;
Carrión, Miguel
;
Vitali, Sebastiano
- In:
Energy economics
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015047071
Saved in:
2
Some experiments on solving multistage stochastic mixed 0-1 programs with time
stochastic
dominance
constraints
Escudero Bueno, Laureano F.
;
Martín, Garín
;
Araceli, …
-
Departamento de Economía Aplicada III (Econometría y …
-
2015
on first- and second-order
stochastic
dominance
constraints
induced by mixed-integer linear recourse. Additionally, we …
Persistent link: https://www.econbiz.de/10011201285
Saved in:
3
Some experiments on solving multistage stochastic mixed 0-1 programs with time
stochastic
dominance
constraints
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
-
2015
Persistent link: https://www.econbiz.de/10010506751
Saved in:
4
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
5
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
Saved in:
6
An SDP approach for multiperiod mixed 0-1 linear programming models with
stochastic
dominance
constraints
for risk management
Escudero, Laureano F.
;
Monge, Juan Francisco
;
Romero …
- In:
Computers & operations research : and their …
58
(
2015
),
pp. 32-40
Persistent link: https://www.econbiz.de/10010509424
Saved in:
7
Robustness of optimal portfolios under risk and
stochastic
dominance
constraints
Dupačová, Jitka
;
Kopa, Miloš
- In:
European Journal of Operational Research
234
(
2014
)
2
,
pp. 434-441
stochastic
dominance
constraints
under suitable smoothness and/or convexity assumptions that are fulfilled, e.g. for the …
Persistent link: https://www.econbiz.de/10011052575
Saved in:
8
Robustness of optimal portfolios under risk and
stochastic
dominance
constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
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