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Why not diversify into emerging equity markets via ADRs?

Tian, Yuan; Gupta, Rakesh; Roca, Eduardo - In: The journal of investing 25 (2016) 2, pp. 18-27

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Investment, payout, and cash management under risk and ambiguity

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The generalized harmonic mean and a portfolio problem with dependent assets

Kijima, Masaaki - In: Theory and decision : an international journal for … 43 (1997) 1, pp. 71-87

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Stochastic orders and their applications in financial optimization

Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351-372

Persistent link: https://www.econbiz.de/10001428857

Portfolio selection problems via the bivariate characterization of stochastic dominance relations

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Evaluation of credit risk of a portfolio with stochastic interest rate and default processes

Kijima, Masaaki; Muromachi, Yukio - In: Innovations in risk management : seminal papers from …, (pp. 419-456). 2004

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Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009

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A consumption-investment problem with production possibilities

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Stochastic orders and their applications in financial optimization

Kijima, Masaaki; Ohnishi, Masamitsu - In: Computational Statistics 50 (1999) 2, pp. 351-372

Stochastic orders and inequalities are very useful tools in various areas of economics and finance. The purpose of this paper is to describe main results obtained so far by using the idea of stochastic orders in financial optimization. Especially, the emphasis is placed on the demand and shift...

Persistent link: https://www.econbiz.de/10010847755

Stochastic orders and their applications in financial optimization

Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical Methods of Operations Research 50 (1999) 2, pp. 351-372

Persistent link: https://www.econbiz.de/10010950169