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A stochastic dominance approach to spanning

Post, Thierry (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001641675

Testing for third-order stochastic dominance with diversification possibilities

Post, Thierry (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001641680

A test for mean-variance efficiency of a given portfolio under restrictions

Post, Thierry (contributor) - 2005

Persistent link: https://www.econbiz.de/10002969233

Wanted: a test for FSD optimality of a given portfolio

Post, Thierry (contributor) - 2005

Persistent link: https://www.econbiz.de/10002969397

Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences

Post, Thierry; Levy, Haim - 2002

Persistent link: https://www.econbiz.de/10001689309

Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences

Post, Thierry (contributor); Levy, Haim (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001693585

Testing for stochastic dominance efficiency

Post, Thierry (contributor); Linton, Oliver (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002969355

Option-implied physical distributions

McGee, Richard; Post, Thierry; Potì, Valerio - 2024

Persistent link: https://www.econbiz.de/10015197980

Sorting Out Downside Beta

Post, Thierry - 2012

This study analyzes various measures of the downside beta of stocks. Downside beta is sometimes defined and estimated in different ways. Theoretically, an approach based on the mean-semi-variance equilibrium model appears superior. Two known alternative approaches are not consistent with the...

Persistent link: https://www.econbiz.de/10013112836

Sorting out downside beta

Post, Thierry (contributor); … - 2009

Persistent link: https://www.econbiz.de/10008663204