Pages that link to "Item:Q3801285"
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The following pages link to Asset Proportions in Optimal Portfolios (Q3801285):
Displaying 26 items.
- On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
- Making inefficient market indices efficient (Q617525) (← links)
- Almost expectation and excess dependence notions (Q893027) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Strategic asset allocation (Q1391439) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
- Increasing risk, decreasing absolute risk aversion and diversification (Q1906057) (← links)
- Demand for risky financial assets: A portfolio analysis (Q2276854) (← links)
- Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
- A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule (Q3116716) (← links)
- (Q3607025) (← links)
- Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (Q3824062) (← links)
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864) (← links)
- A Note on Portfolio Dominance (Q4368673) (← links)
- Asset allocation and derivatives (Q4646464) (← links)
- Testing for positive expectation dependence (Q5963706) (← links)
- Risk aversion, prudence, and asset allocation: a review and some new developments (Q5964213) (← links)
- Fractional-degree expectation dependence (Q6113641) (← links)
- Increasing convex order of capital allocation with dependent assets under threshold model (Q6572911) (← links)