Optimal privatization portfolios in the presence of arbitrary risk aversion
type: Item
instance of: scholarly article
title: Optimal privatization portfolios in the presence of arbitrary risk aversion
zbMATH Open document ID: 1376.91144
author: Abdulkadir Mohamed
author: Nikolas Topaloglou
author: George A. Christodoulakis
published in: European Journal of Operational Research
publication date: 2017-11-23T00:00:00Z
full work available at URL: Optimal Privatization Portfolios in the Presence.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6811665
zbMATH Keywords: finance
zbMATH Keywords: portfolio
zbMATH Keywords: privatization
zbMATH Keywords: stochastic dominance
zbMATH Keywords: investment style
MaRDI profile type: Publication
OpenAlex ID: W2761757680
cites work: Nonparametric Tests of Stochastic Dominance in Income Distributions
cites work: Consistent Tests for Stochastic Dominance
cites work: Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
cites work: Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
cites work: Robust stochastic dominance and its application to risk-averse optimization
cites work: Robustness in stochastic programs with risk constraints
cites work: Processing second-order stochastic dominance models using cutting-plane representations
cites work: Common risk factors in the returns on stocks and bonds
cites work: The Efficiency Analysis of Choices Involving Risk
cites work: Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
cites work: GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*
cites work: Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
cites work: Stochastic Dominance and Expected Utility: Survey and Analysis
cites work: Consistent Testing for Stochastic Dominance under General Sampling Schemes
cites work: Stability analysis of stochastic programs with second order dominance constraints
cites work: Data envelopment analysis of mutual funds based on second-order stochastic dominance
cites work: Tractable almost stochastic dominance
cites work: General linear formulations of stochastic dominance criteria
cites work: Testing for Stochastic Dominance Efficiency
cites work: Politicians and Firms
cites work: Further experience in Bayesian analysis using Monte Carlo integration
cites work: A note on almost stochastic dominance
cites work: A minimax portfolio selection rule with linear programming solution
DOI: 10.1016/J.EJOR.2017.09.045
description: scientific article; zbMATH DE number 6811665