Pages that link to "Item:Q2464238"
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The following pages link to On the dual test for SSD efficiency With an application to momentum investment strategies (Q2464238):
Displaying 10 items.
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Comparing risks with reference points: a stochastic dominance approach (Q2520437) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
