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~person:"Hooi Hooi Lean"
~person:"Stengos, Thanasis"
~source:"econis"
~source:"repec"
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Search: subject:"stochastic dominance"
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Nonparametric Stochastic Dominance
8
Portfolio selection
8
Portfolio-Management
8
Stochastic dominance
8
Mixed Integer Programming
7
Stochastic process
6
Stochastischer Prozess
6
Aktienmarkt
5
Risiko
5
Risikoaversion
5
Risk
5
Risk aversion
5
Stock market
5
Commodity derivative
4
Rohstoffderivat
4
stochastic dominance
4
Capital income
3
Derivat
3
Derivative
3
Human Development Index
3
Kapitaleinkommen
3
Nonparametric stochastic dominance
3
Spot market
3
Spotmarkt
3
Aktienindex
2
Emissions
2
Environmental Quality
2
Eurozone
2
Forecast combinations
2
Futures market
2
Gold
2
Index futures
2
Index-Futures
2
Islam
2
Portfolio diversification
2
Risk averter
2
Risk seeker
2
Sovereign risk
2
Stock index
2
Theorie
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English
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Hooi Hooi Lean
Stengos, Thanasis
Duclos, Jean-Yves
51
Makdissi, Paul
44
Wong, Wing Keung
35
Wong, Wing-Keung
33
Maasoumi, Esfandiar
28
McAleer, Michael
27
Post, Thierry
26
Pinar, Mehmet
24
Topaloglou, Nikolas
23
Guo, Xu
18
Levy, Haim
18
Tzeng, Larry Y.
16
Arvanitis, Stelios
14
Clark, Ephraim
14
Huang, Rachel J.
14
Levy, Moshe
13
Chang, Chia-Lin
12
Denuit, Michel
12
Yazbeck, Myra
12
Araar, Abdelkrim
11
Kopa, Miloš
11
Zhu, Lixing
11
Borjas, George J.
10
Kauppinen, Ilpo
10
Lean, Hooi Hooi
10
Post, G.T.
10
Post, Post, G.T.
10
Poutvaara, Panu
10
Stengos, Thanasēs
10
Tsetlin, Ilia
10
Wodon, Quentin
10
Agliardi, Elettra
9
Canepa, Alessandra
9
Eeckhoudt, Louis
9
Gollier, Christian
9
Kamihigashi, Takashi
9
Lefranc, Arnaud
9
Mussard, Stéphane
9
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Rimini Centre for Economic Analysis (RCEA)
6
Department of Economics and Finance, College of Business and Economics
3
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Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
6
Working Papers / Department of Economics and Finance, College of Business and Economics
3
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2
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1
Economics Letters
1
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1
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1
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1
International Journal of Financial Studies : open access journal
1
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1
International review of financial analysis
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
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ECONIS (ZBW)
RePEc
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1
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
2
The size anomaly in Islamic stock indices : a
stochastic
dominance
approach
Al-Khazali, Osamah
;
Hooi Hooi Lean
;
Zoubi, Taisier A.
- In:
International Journal of Financial Studies : open …
10
(
2022
)
4
,
pp. 1-14
Islamic firms using Ascending and Descending
Stochastic
Dominance
(ASD and DSD) approaches. In other words, we investigate the …
Persistent link: https://www.econbiz.de/10013462304
Saved in:
3
Why did warrant markets close in China but not Taiwan?
Wong, Wing Keung
;
Hooi Hooi Lean
;
McAleer, Michael
; …
-
2018
The paper bridges a gap in the literature by using moment analysis, CAPM statistics,
stochastic
dominance
(SD) test …
Persistent link: https://www.econbiz.de/10011869273
Saved in:
4
A comparison of the gold-oil portfolio and oil portfolio : a
stochastic
dominance
approach
Al-Khazali, Osamah
;
Hooi Hooi Lean
;
Mirzaei, Ali
; …
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819148
Saved in:
5
A Sovereign Risk Index for the Eurozone Based on
Stochastic
Dominance
Agliardi, Elettra
;
Pinar, Mehmet
;
Stengos, Thanasis
-
Rimini Centre for Economic Analysis (RCEA)
-
2013
consistent tests for
stochastic
dominance
efficiency. The test statistics and the estimators are computed using mixed integer …
Persistent link: https://www.econbiz.de/10010717643
Saved in:
6
A New Index of Environmental Quality Based on Greenhouse Gas Emissions
Agliardi, Elettra
;
Pinar, Mehmet
;
Stengos, Thanasis
-
Rimini Centre for Economic Analysis (RCEA)
-
2013
) emissions for different countries using an approach that relies on consistent tests for
stochastic
dominance
(SD) efficiency …
Persistent link: https://www.econbiz.de/10010607398
Saved in:
7
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
8
Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010191274
Saved in:
9
Is there an Optimal Forecast Combination? A
Stochastic
Dominance
Approach to Forecast Combination Puzzle
Pinar, Mehmet
;
Stengos, Thanasis
;
Yazgan, M. Ege
-
Rimini Centre for Economic Analysis (RCEA)
-
2012
stochastic
dominance
(SD) analysis with differential forecast weights. For the optimal (worst) forecast combination, this index …
Persistent link: https://www.econbiz.de/10010551742
Saved in:
10
Measuring human development: a
stochastic
dominance
approach
Pinar, Mehmet
;
Stengos, Thanasis
;
Topaloglou, Nikolas
-
Department of Economics and Finance, College of …
-
2012
equally-weighted Human Development Index (HDI) using an approach that relies on consistent tests for
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10010554715
Saved in:
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