A Note on Portfolio Dominance

DOI10.2307/2971744MaRDI QIDQ4368673zbMATH OpenOpenAlexFDO

Authors Christian Gollier

Publication date 4 December 1997

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2971744

zbMATH Keywords

portfolio dominancerisk-free assetrisky asset

Mathematics Subject Classification ID

Recommendations

• Stochastic dominance and optimal portfolio
• Asset Proportions in Optimal Portfolios
• A note on portfolio selection and stochastic dominance
• The comparative statics of changes in risk revisited
• Portfolio Response to a Shift in a Return Distribution: The Case of n- Dependent Assets

Cited in

(15)

• Portfolio dominance and optimality in infinite security markets
• A model for the optimal selection of lenders
• Collective risk aversion
• A note on the portfolio selection problem
• On Abel's concept of doubt and pessimism
• The formation of the optimal portfolio in the transient period
• A note on asset proportions, stochastic dominance, and the 50\% rule
• The Effects of Shifts in a Return Distribution on Optimal Portfolios
• Asset Proportions in Optimal Portfolios
• Portfolio Response to a Shift in a Return Distribution: The Case of n- Dependent Assets
• Behavioral biases and the representative agent
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
• Testing for central dominance: method and application
• A note on portfolio selection and stochastic dominance
• Stochastic dominance and optimal portfolio

This page was built for publication: A Note on Portfolio Dominance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4368673)