| Publication | Date of Publication | Type |
|---|
| A solution to the multidimensionality in option pricing | 2024-05-17 | Paper |
| Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models | 2023-03-30 | Paper |
| Central moments, stochastic dominance, moment rule, and diversification with an application | 2023-01-12 | Paper |
| Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach | 2022-12-16 | Paper |
| New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong | 2022-12-16 | Paper |
| Preface | 2022-12-16 | Paper |
| Do both demand-following and supply-leading theories hold true in developing countries? | 2022-07-15 | Paper |
| A mental account-based portfolio selection model with an application for data with smaller dimensions | 2022-06-22 | Paper |
| On the estimation of cost of capital and its reliability | 2019-01-15 | Paper |
| Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China | 2018-09-19 | Paper |
| Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency | 2018-05-29 | Paper |
| Input Demand Under Joint Energy and Output Prices Uncertainties | 2017-09-22 | Paper |
| A new nonlinearity test to circumvent the limitation of Volterra expansion with application | 2017-08-16 | Paper |
| Multivariate stochastic dominance for risk averters and risk seekers | 2016-10-18 | Paper |
| Moment conditions for almost stochastic dominance | 2015-01-12 | Paper |
| Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches | 2014-08-22 | Paper |
| A note on almost stochastic dominance | 2014-06-03 | Paper |
| Integration-segregation decisions under general value functions: ``Create your own bundle-choose 1, 2 or all 3! | 2014-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4913639 | 2013-04-08 | Paper |
| An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment | 2012-12-29 | Paper |
| Convex combinations of quadrant dependent copulas | 2012-12-04 | Paper |
| Do investors like to diversify? A study of Markowitz preferences | 2012-05-14 | Paper |
| Prospect and Markowitz stochastic dominance | 2012-03-06 | Paper |
| Asymptotic properties of eigenmatrices of a large sample covariance matrix | 2012-01-04 | Paper |
| Grüss-type bounds for covariances and the notion of quadrant dependence in expectation | 2011-12-12 | Paper |
| Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models | 2011-10-25 | Paper |
| The covariance sign of transformed random variables with applications to economics and finance | 2011-07-28 | Paper |
| Test statistics for prospect and Markowitz stochastic dominances with applications | 2011-07-27 | Paper |
| The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test | 2011-07-26 | Paper |
| Multivariate causality tests with simulation and application | 2011-07-26 | Paper |
| A trinomial test for paired data when there are many ties | 2011-03-25 | Paper |
| New evidence on the relation between return volatility and trading volume | 2011-01-06 | Paper |
| Multivariate linear and nonlinear causality tests | 2010-11-30 | Paper |
| Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments | 2010-10-27 | Paper |
| Prospect theory, indifference curves, and hedging risks | 2010-10-12 | Paper |
| Segregation and integration: a study of the behaviors of investors with extended value functions | 2010-09-29 | Paper |
| Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR | 2010-09-09 | Paper |
| Grüss-type bounds for the covariance of transformed random variables | 2010-04-07 | Paper |
| Gains from diversification on convex combinations: a majorization and stochastic dominance approach | 2009-12-10 | Paper |
| Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory | 2009-12-07 | Paper |
| A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction | 2009-12-07 | Paper |
| On some covariance inequalities for monotonic and non-monotonic functions | 2009-11-23 | Paper |
| Stochastic Dominance and Applications to Finance, Risk and Economics | 2009-10-28 | Paper |
| Mapping the presidential election cycle in US stock markets | 2009-08-07 | Paper |
| Stochastic dominance theory for location-scale family | 2008-11-20 | Paper |
| The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions | 2008-10-08 | Paper |
| Preferences over location-scale family | 2008-09-09 | Paper |
| Three-factor profile analysis with GARCH innovations | 2008-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5441503 | 2008-02-15 | Paper |
| Stochastic dominance and mean-variance measures of profit and loss for business planning and investment | 2007-05-30 | Paper |
| New variance ratio tests to identify random walk from the general mean reversion model | 2007-03-05 | Paper |
| The relationship between stock markets of major developed countries and Asian emerging markets | 2005-06-21 | Paper |
| Estimating parameters in autoregressive models with asymmetric innovations | 2005-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4651414 | 2005-02-21 | Paper |
| Time series models in non-normal situation: symmetric innovations | 2001-09-23 | Paper |
| Time series models with asymmetric innovations | 2001-04-08 | Paper |
| Extension of stochastic dominance theory to random variables | 2000-08-24 | Paper |
| Robust estimation in capital asset pricing model | 2000-01-01 | Paper |
| Estimating parameters in autoregressive models in non-normal situations: symmetric innovations | 1999-12-14 | Paper |
| A note on convex stochastic dominance | 1999-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4381970 | 1998-11-15 | Paper |
| Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions | 1998-10-25 | Paper |
