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  1. Ji, Xinzhi [Author]; Guo, Ranran [Author]; Ye, Wuyi [Author]

    Adjustable light robust optimization with second order stochastic dominance constraints

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    2024

    Published in: The North American journal of economics and finance ; 73(2024) vom: Juli, Artikel-ID 102162, Seite 1-17

  2. Khan, M. Ali [Author]; Yu, Haomiao [Author]; Zhang, Zhixiang [Author]

    Information structures on a general state space : an equivalence theorem and an application

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    Toronto: Ryerson University, Department of Economics, [2019]

    Published in: Ryerson University: Working papers ; 76

  3. Liu, Yongchao [Author]; Xu, Huifu [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Stability and sensitivity analysis of stochastic programs with second order dominance constraints

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2010-05-25

  4. Bilbao Terol, Amelia [Author]; Arenas-Parra, Mar [Author]; Bilbao, Cecilia [Author]

    Measuring the overall efficiency of SRI and conventional mutual funds by a diversification-consistent DEA model

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    2023

    Published in: International transactions in operational research ; 30(2023), 5 vom: Sept., Seite 2224-2256

  5. Gollmer, Ralf [Author]; Gotzes, Uwe [Author]; Schultz, Rüdiger [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2007-06-03

  6. Braouezec, Yann [Author]; Cagnol, John [Author]

    A lattice approach to the Beta distribution induced by stochastic dominance : theory and applications

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    2023

    Published in: Operational Research Society: Journal of the Operational Research Society ; 74(2023), 6, Seite 1424-1442

  7. Domínguez, Ruth [Author]; Carrión, Miguel [Author]; Vitali, Sebastiano [Author]

    Investments in transmission lines and storage units considering second-order stochastic dominance constraints

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    2024

    Published in: Energy economics ; 134(2024) vom: Juni, Artikel-ID 107607, Seite 1-14

  8. Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]

    Sparse spanning portfolios and under-diversification with second-order stochastic dominance

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    Geneva: Swiss Finance Institute, [2024]

    Published in: Swiss Finance Institute: Research paper series ; 2024,8