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Ranking mutual funds using unconventional utility theory and stochastic dominance
Vinod, Hrishikesh D. - In: Journal of empirical finance 11 (2004) 3, pp. 353-377
Persistent link: https://www.econbiz.de/10002050356
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A double Sharpe ratio
Morey, Matthew R.; Vinod, Hrishikesh D. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 57-65
Persistent link: https://www.econbiz.de/10001640870
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Preparing for the worst : incorporating downside risk in stock market investments
Vinod, Hrishikesh D.; Reagle, Derrick Peter - 2005
Persistent link: https://www.econbiz.de/10002007029
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Portfolio choice algorithms, including exact stochastic dominance
Vinod, Hrishikesh D. - In: Journal of financial stability 70 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014490457
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R Package GeneralCorr Functions for Portfolio Choice
Vinod, Hrishikesh D. - 2021
We explain the usage of the following new R functions in my package called ‘generalCorr’ Vinod (2021b). The function sudoCoefParcor() is for pseudo regression coefficients from kernel regressions. They are a nonlinear version of regression coefficients from standardized data. The functions...
Persistent link: https://www.econbiz.de/10013321485