✦ LIBER ✦

Portfolio optimization with stochastic dominance constraints

✍ Scribed by Darinka Dentcheva; Andrzej Ruszczyński

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

Optimization with Stochastic Dominance C

✍ Dentcheva, Darinka; Ruszczynski, Andrzej 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 416 KB

Optimization with multivariate stochasti

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 218 KB

Stochastic Dynamic Optimization with Dis

✍ Dentcheva, Darinka; Ruszczyński, Andrzej 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 199 KB

Stochastic dominance and optimal portfol

✍ Kaı̈s Dachraoui; Georges Dionne 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 56 KB

CONSTRAINED OPTIMIZATION WITH RESPECT TO

✍ Nicole El Karoui; Asma Meziou 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 134 KB