Pages that link to "Item:Q665805"
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The following pages link to Prospect and Markowitz stochastic dominance (Q665805):
Displaying 14 items.
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← 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)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Nonmonotonic risk preferences over lottery comparison (Q2160537) (← links)
- When are two portfolios better than one? A prospect theory approach (Q2694761) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Capital market equilibrium with heterogeneous investors (Q3182750) (← links)
