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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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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
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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
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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
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The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
Kopa, Miloš; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1081-1103
Persistent link: https://www.econbiz.de/10008395573
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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. 489-516
Persistent link: https://www.econbiz.de/10007759829
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Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
Giorgi, Enrico De; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525
Persistent link: https://www.econbiz.de/10008065784