The following pages link to Portfolio Efficient Sets (Q3959703):
Displaying 19 items.
- A new approach to portfolio theory (Q375081) (← links)
- Efficiency analysis, shortage functions, arbitrage, and martingales (Q421603) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Risk and risk aversion when states of nature matter (Q836874) (← links)
- On the convexity of the portfolio choice set (Q899857) (← links)
- Efficient sets with and without the expected utility hypothesis (Q1115328) (← links)
- Stochastic dominance and Friedman-Savage utility functions (Q1116869) (← links)
- Revealed preference and portfolio choice (Q1318529) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- On investor preferences and mutual fund separation (Q1701032) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Characterizing the efficient set when preferences are state-dependent (Q1821674) (← links)
- Recovering preferences from preferences over nominal gambles (Q1838900) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS (Q3166713) (← links)
- (Q3604338) (← links)
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
- Third-degree stochastic dominance and axioms for a convex marginal utility function (Q5932332) (← links)
