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A representation of consistent binary relations

Andrikopoulos, Athanasios - In: Spanish economic review : SER 9 (2007) 4, pp. 299-307

Persistent link: https://www.econbiz.de/10003592535

On the construction of non-empty choice sets

Andrikopoulos, Athanasios - In: Social choice and welfare 38 (2012) 2, pp. 305-323

Persistent link: https://www.econbiz.de/10009549353

A short proof of Deb's theorem on Schwartz's rule

Andrikopoulos, Athanasios - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 2, pp. 333-336

Persistent link: https://www.econbiz.de/10011642698

A characterization of the generalized optimal choice set through the optimization of generalized weak utilities

Andrikopoulos, Athanasios - In: Theory and decision : an international journal for … 80 (2016) 4, pp. 611-621

Persistent link: https://www.econbiz.de/10011593870

Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach

Newton, David P.; Platanakis, Emmanouil; Stafylas, Dimitrios - In: The British accounting review : the journal of the … 53 (2021) 5, pp. 1-22

Persistent link: https://www.econbiz.de/10013041238

Hedge Fund Strategies, Performance & Diversification : A Portfolio Theory & Stochastic Discount Factor Approach

Newton, David - 2020

For 5,500 North American hedge funds following 11 different strategies, we analyse the stand-alone performance of these strategies using a stochastic discount factor approach. Employing the same data, we then consider the diversification benefits of each hedge fund strategy when combined with a...

Persistent link: https://www.econbiz.de/10012849217