Pages that link to "Item:Q881544"
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The following pages link to Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544):
Displaying 23 items.
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Making inefficient market indices efficient (Q617525) (← links)
- Preferences over location-scale family (Q943343) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- Almost stochastic dominance and stocks for the long run (Q953451) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Apportioning of risks via stochastic dominance (Q1017779) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← 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)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality (Q2873923) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105) (← links)
- New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong (Q5057288) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
