Portfolio Efficient Sets
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(36)- Efficient funds for meager asset spaces
- Efficient sets with and without the expected utility hypothesis
- Stochastic dominance and Friedman-Savage utility functions
- Efficient sets with and without the expected utility hypothesis. A generalization
- Portfolio dominance and optimality in infinite security markets
- Revealed preference and portfolio choice
- A reaxiomatization of portfolio theory
- Safety-first analysis and stable Paretian approach to portfolio choice theory
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent
- On investor preferences and mutual fund separation
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
- Characterizing the efficient set when preferences are state-dependent
- Recovering preferences from preferences over nominal gambles
- A theorem on portfolio separation with general preferences
- Second order of stochastic dominance efficiency vs mean variance efficiency
- Pareto efficient buy and hold investment strategies under order book linked constraints
- Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach
- Stochastic dominance: convexity and some efficiency tests
- A second-order stochastic dominance portfolio efficiency measure
- A new approach to portfolio theory
- Efficiency analysis, shortage functions, arbitrage, and martingales
- A REVISED GEOMETRY OF MEAN‐VARIANCE EFFICIENT PORTFOLIOS
- scientific article; zbMATH DE number 1488106 (Why is no real title available?)
- Geometry of unconditionally efficient portfolios formed with conditioning information: the efficient semicircle
- Characterization of efficient points of acceptance sets
- Granularity Adjustment for Efficient Portfolios
- Market efficient portfolios in a systemic economy
- On a generalization of Markowitz preference relation
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- Third-degree stochastic dominance and axioms for a convex marginal utility function
- The expected utility of portfolios of assets
- Market behavior when preferences are generated by second-order stochastic dominance
- Risk and risk aversion when states of nature matter
- On the convexity of the portfolio choice set
- Bruno de Finetti and the case of the critical line's last segment
- On the performance of efficient portfolios
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