Stochastic Spanning
From MaRDI portal
Publication:6634889
DOI10.1080/07350015.2017.1391099zbMATH Open1548.62543MaRDI QIDQ6634889
Nikolas Topaloglou, Thierry Post, Mark Hallam, Stelios Arvanitis
Publication date: 8 November 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- On general minimax theorems
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
- A characterization of the distributions that imply mean-variance utility functions
- Mutual fund separation in financial theory - the separating distributions
- Subsampling
- Necessary conditions for the CAPM
- Portfolio construction based on stochastic dominance and target return distributions
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
- Testing for Stochastic Dominance Efficiency
- Portfolio Selection and Asset Pricing—Three-Parameter Framework
- Marginal Conditional Stochastic Dominance
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
- The Dual Theory of Choice under Risk
- A Test of the Efficiency of a Given Portfolio
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- Testing for the stochastic dominance efficiency of a given portfolio
- Consistent Tests for Stochastic Dominance
- The Efficiency Analysis of Choices Involving Risk
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
Related Items (2)
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects ⋮ GDP-linked bonds as a new asset class
This page was built for publication: Stochastic Spanning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6634889)
