Stochastic dominance and optimal portfolio
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Publication:5941240
DOI10.1016/S0165-1765(01)00388-3zbMath0999.91036WikidataQ126527587 ScholiaQ126527587MaRDI QIDQ5941240
Kaïs Dachraoui, Georges Dionne
Publication date: 20 August 2001
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
- Mixed risk aversion
- A model of comparative statics for changes in stochastic returns with dependent risky assets
- Strong Increases in Risk and Their Comparative Statics
- A Class of Utility Functions Containing all the Common Utility Functions
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
- Changes in Background Risk and Risk Taking Behavior
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