Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches

DOI10.3233/RDA-2012-0084zbMath1294.91166OpenAlexW1826933063MaRDI QIDQ2877541

Fathi Abid, Wing-Keung Wong, Mourad Mroua

Publication date: 22 August 2014

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-2012-0084

zbMATH Keywords

stochastic dominancemean-variance portfolio optimizationhome biasinternational diversificationMonte Carlo and bootstrap \(p\)-values

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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