Narrow search
Showing 1 - 10 of 13
Cover Image
A test for mean-variance efficiency of a given portfolio under restrictions
Post, Thierry (contributor) - 2005
Persistent link: https://www.econbiz.de/10002969233
Cover Image
Wanted: a test for FSD optimality of a given portfolio
Post, Thierry (contributor) - 2005
Persistent link: https://www.econbiz.de/10002969397
Cover Image
A stochastic dominance approach to spanning
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641675
Cover Image
Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
Cover Image
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Cover Image
Asset prices and omitted moments : a stochastic dominance analysis of market efficiency
Post, Thierry (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001774061
Cover Image
Sorting out downside beta
Post, Thierry (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10008663204
Cover Image
Downside risk and asset pricing
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Cover Image
A GMM test for SSD efficiency
Post, Thierry (contributor); Versijp, Philippe (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188617
Cover Image
Conditional downside risk and the CAPM
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699