Pages that link to "Item:Q943343"
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The following pages link to Preferences over location-scale family (Q943343):
Displayed 9 items.
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
- Mapping the presidential election cycle in US stock markets (Q2271596) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Capital market equilibrium with heterogeneous investors (Q3182750) (← links)