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Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios; Post, Thierry; Topaloglou, Nikolas - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
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A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
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Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry; Potì, Valerio - In: Management science : journal of the Institute for … 63 (2017) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
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Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
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Stochastic spanning
Arvanitis, Stelios; Hallam, Mark; Post, Thierry; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
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Portfolio choice based on third-degree stochastic dominance
Post, Thierry; Kopa, Miloš - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
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Optimal portfolio choice for higher-order risk averters
Fang, Yi; Post, Thierry - In: Journal of banking & finance 137 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
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A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas; Cotter, John; Kovalenko, Illia; Post, … - In: Journal of empirical finance 74 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014477136