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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Harvey, Campbell R."
~person:"Lucas, André"
~person:"Post, Thierry"
~person:"Scaillet, Olivier"
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Bali, Turan G.
Caporin, Massimiliano
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Tinbergen Institute
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1
Multivariate tests for stochastic dominance efficiency of a given portfolio
Post, Thierry
;
Versijp, Philippe
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 489-515
Persistent link: https://www.econbiz.de/10003484176
Saved in:
2
A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
Saved in:
3
Irrational diversification : an examination of individual portfolio choice
Baltussen, Guido
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
5
,
pp. 1463-1491
Persistent link: https://www.econbiz.de/10009424106
Saved in:
4
Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud
;
Kräussl, Roman
;
Lucas, André
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
Saved in:
5
Does industry timing ability of hedge funds predict their future performance, survival, and fund flows?
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 2136-2169
Persistent link: https://www.econbiz.de/10012618504
Saved in:
6
Long-term versus short-term contingencies in asset allocation
Botshekan, Mahmoud
;
Lucas, André
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2277-2303
Persistent link: https://www.econbiz.de/10011929004
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