Clark, Ephraim; Kassimatis, Konstantinos - In: Review of Quantitative Finance and Accounting 40 (2013) 2, pp. 251-271
Stochastic Dominance (MCSD) to estimate the diversification opportunities, this paper reexamines the role that diversification … diversification paradigm at the international level and the analytical framework it implies. Using the concept of Marginal Conditional …