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

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
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zbMATH Keywords

risky assetrisk-free assetportfolio dominance

Mathematics Subject Classification ID

Cited In (12)

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

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