Pages that link to "Item:Q421640"
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The following pages link to Do investors like to diversify? A study of Markowitz preferences (Q421640):
Displaying 6 items.
- 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)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Improved estimation of optimal portfolio with an application to the US stock market (Q2301211) (← links)
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (Q2813528) (← links)
