Andrey Lizyayev

STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS

Andrey Lizyayev, Andrey Lizyayev, 2012 .

Stochastic Dominance Efficiency Analysis of Diversified

Andrey Lizyayev, 2010 .

Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements

Andrey Lizyayev, 2012, Annals of Operations Research.

Tractable Almost Stochastic Dominance

Andrzej Ruszczynski, Andrey Lizyayev, A. Ruszczynski, 2012, Eur. J. Oper. Res..

Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements

Andrey Lizyayev, Andrey Lizyayev, 2012, Ann. Oper. Res..

STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS

Andrey Lizyayev, 2012 .