Andrey Lizyayev

Publication Activity (10 Years)

Years Active: 2012-2012
Publications (10 Years): 0

Top Topics

Pattern Analysis

Stochastic Dominance

Fuzzy Random Variables

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Andrey Lizyayev
Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements. Ann. Oper. Res. 196 (1) (2012)
Andrey Lizyayev, Andrzej Ruszczynski
Tractable Almost Stochastic Dominance. Eur. J. Oper. Res. 218 (2) (2012)