International equity flows, marginal conditional stochastic dominance and diversification
Year of publication: |
2013
|
---|---|
Authors: | Clark, Ephraim ; Kassimatis, Konstantinos |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 40.2013, 2, p. 251-271
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
-
The effect of industrial diversification on firm taxes
Wentland, Kelly, (2023)
-
On the diversification effect in solvency II for extremely dependent risks
Chen, Yongzhao, (2023)
-
Safe equities : an alternative allocation to bonds
Penman, Stephen H., (2025)
- More ...
-
International equity flows, marginal conditional stochastic dominance and diversification
Clark, Ephraim, (2013)
-
Exploiting stochastic dominance to generate abnormal stock returns
Clark, Ephraim, (2014)
-
An empirical analysis of marginal conditional stochastic dominance
Clark, Ephraim, (2012)
- More ...