As the world's seventh largest wine producer (OIV, 2017), China plays a significant role in the world's wine industry. Classified as neither New or Old World it was recently classified into a "New, New World Category" (CNCCEF, 2009 Lawrence, 2016). This paper presents an overview of the Chinese...

The present study aims to measure the technical efficiency and establish core factors affecting rice production in Cambodia. A four-year dataset generated from the central government document 'Profile on Economics and Social' of 25 entire provinces between 2012 and 2015 and the stochastic...

This paper considers the portfolio problem for high dimensional data when the dimension and size are both large.We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral distribution of the sample covariance is the main factor to...

This paper considers the portfolio problem for high dimensional data when the dimension and size are both large.We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral distribution of the sample covariance is the main factor to...

The present study aims to measure the technical efficiency and establish core factors affecting rice production in Cambodia. A four‐year dataset generated from the central government document “Profile on Economics and Social” of 25 entire provinces between 2012 and 2015 and the stochastic...

Levy and Levy (2002, 2004) and others extend the stochastic dominance (SD) theory for risk averters and risk seekers by developing the prospect SD (PSD) and Markowitz SD (MSD) theory for investors with S-shaped and reverse S-shaped (RS-shaped) utility functions. Davidson and Duclos (DD, 2000)...