✦ LIBER ✦

CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE

✍ Scribed by Nicole El Karoui; Asma Meziou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical methods for stochastic program

✍ Rudabeh Meskarian; Huifu Xu; Jörg Fliege 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 359 KB

On optimal portfolio diversification wit

✍ Georg Mainik; Ludger Rüschendorf 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 761 KB

Constrained Stochastic LQ Control with R

✍ Hu, Ying; Zhou, Xun Yu 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 258 KB

Stochastic Optimization of Insurance Por

✍ Y.M. Ermoliev; T.Y. Ermolieva; G.J. MacDonald; V.I. Norkin 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 215 KB

Robust stochastic dominance and its appl

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 215 KB

A stochastic interest model with an appl

✍ Hans M. Dietz 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 904 KB