A statistical analysis of investor preferences for portfolio selection
Year of publication: |
2021
|
---|---|
Authors: | Nisani, Doron ; Shelef, Amit |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 4, p. 1883-1915
|
Subject: | Investment management | Expected utility model | Stochastic dominance rules | Marginal conditions for stochastic dominance | Lorenz curves | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Lorenz-Kurve | Lorenz curve | Stochastischer Prozess | Stochastic process | Präferenztheorie | Theory of preferences |
-
How does beta explain stochastic dominance efficiency?
Shalit, Haim, (2010)
-
Efficiency, equity, and generalized Lorenz dominance
Kleiber, Christian, (2000)
-
Efficiency, Equity, and Generalized Lorenz Dominance
Kleiber, Christian, (2021)
- More ...
-
The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation
Nisani, Doron, (2024)
-
Putting the Aumann-Serrano Riskiness Index to work
Nisani, Doron, (2023)
-
Portfolio selection using the Riskiness Index
Nisani, Doron, (2018)
- More ...