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Post, Thierry; Levy, Haim - 2002

We investigate whether risk seeking or non-concave utility functions can help to explain the cross-sectional pattern0 of stock returns. For this purpose, we analyze the stochastic dominance efficiency classification of the value-weighted market portfolio relative to benchmark portfolios based on...

Persistent link: https://www.econbiz.de/10011326942

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

Linear tests for decreasing absolute risk aversion stochastic dominance

Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629

Persistent link: https://www.econbiz.de/10011304114

Deal or nor deal? : Decision making under risk in a large pay-off game show

Post, Thierry; Baltussen, Guido; Assem, Martijn J. van den - 2006

Persistent link: https://www.econbiz.de/10003268565

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

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

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

Generalized stochastic arbitrage opportunities

Arvanitis, Stelios; Post, Thierry - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4629-4648

Persistent link: https://www.econbiz.de/10015046365