Pages that link to "Item:Q665805"
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The following pages link to Prospect and Markowitz stochastic dominance (Q665805):
Displaying 25 items.
- Standard stochastic dominance (Q320827) (← links)
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← 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)
- Economically relevant preferences for all observed epsilon (Q993717) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Stochastic dominance and prospect dominance with subjective weighting functions (Q1272932) (← links)
- Maximum probability dominance and portfolio theory (Q1321114) (← links)
- Indexing gamble desirability by extending proportional stochastic dominance (Q1753309) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Nonmonotonic risk preferences over lottery comparison (Q2160537) (← links)
- When are two portfolios better than one? A prospect theory approach (Q2694761) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance (Q3114801) (← links)
- Prospect Theory: Much Ado About Nothing? (Q3114813) (← links)
- Capital market equilibrium with heterogeneous investors (Q3182750) (← links)
- Value versus growth: stochastic dominance criteria (Q3605231) (← links)
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105) (← links)
- Stochastic Dominance (Q5472101) (← links)