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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Gil-Alaña, Luis A."
~person:"Post, Thierry"
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Portfolio-Management
United States
Portfolio selection
4
Theorie
4
Theory
4
stochastic dominance
4
Stochastic process
3
Stochastischer Prozess
3
Mathematical programming
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Mathematische Optimierung
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asset pricing
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decreasing absolute risk aversion
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empirical likelihood
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enhanced benchmarking
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enhanced indexing
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industry momentum
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market portfolio efficiency
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portfolio analysis
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portfolio choice
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portfolio theory
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pricing kernel
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relative entropy
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Gil-Alaña, Luis A.
Post, Thierry
Dai, Min
5
Giesecke, Kay
3
Levy, Haim
3
Tsoukalas, Gerry
3
Asparouhova, Elena
2
Barber, Brad M.
2
Dimmock, Stephen G.
2
Huang, Rachel J.
2
Kopa, Miloš
2
Kou, Steven
2
Levy, Moshe
2
Ruefli, Timothy W.
2
Tompaidis, Stathis
2
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2
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2
Zhao, Lin
2
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2
Ziemba, William T.
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Alexander, Veronika
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Amaldoss, Wilfred
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Management science : journal of the Institute for Operations Research and the Management Sciences
Economics and finance working paper series
8
CESifo working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
ERIM report series research in management
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Journal of banking & finance
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Applied economics letters
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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Koç University - TÜSİAD Economic Research Forum working paper series
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OR spectrum : quantitative approaches in management
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Oxford bulletin of economics and statistics
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Recherches économiques de Louvain
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Report / Erasmus Center for Financial Research, Erasmus University
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Review of financial economics : RFE
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
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1
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
2
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
3
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
4
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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