A Note on Portfolio Dominance

DOI10.2307/2971744zbMATH Open0890.90009OpenAlexW2020480057MaRDI QIDQ4368673FDOQ4368673

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

risky assetrisk-free assetportfolio dominance

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

(13)

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

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