Pages that link to "Item:Q1044121"
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The following pages link to Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121):
Displaying 10 items.
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
