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subject:"Portfolio-Management"
person:"Palomino, Frédéric"
~type:"article"
~person:"Post, Thierry"
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Portfolio-Management
Theorie
36
Theory
36
Portfolio selection
19
Stochastic process
10
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10
Mathematical programming
7
Mathematische Optimierung
7
Stochastic dominance
6
Linear programming
5
Data envelopment analysis
4
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stochastic dominance
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Behavioural finance
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Palomino, Frédéric
Post, Thierry
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Satchell, Stephen
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Maurer, Raimond
18
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Vanduffel, Steven
14
Guerard, John Baynard
13
Kim, Woo Chang
13
Kwon, Roy H.
13
Liang, Zongxia
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bertrand, Philippe
12
Dai, Min
12
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial intermediation
1
OR spectrum : quantitative approaches in management
1
Review of finance : journal of the European Finance Association
1
The Rand journal of economics
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
3
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:
4
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
5
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
6
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
7
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:
8
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:
9
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
Saved in:
10
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
11
Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver
;
Post, Thierry
;
Whang, Yoon-jae
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
Saved in:
12
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
13
Overconfidence and delegated portfolio management
Palomino, Frédéric
;
Sadrieh, Abdolkarim
- In:
Journal of financial intermediation
20
(
2011
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008989438
Saved in:
14
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
Saved in:
15
Should smart investors buy funds with high past returns?
Palomino, Frédéric
;
Uhlig, Harald
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10003714149
Saved in:
16
Does risk seeking drive stock prices? : A stochastic dominance analysis of aggregate investor preferences and beliefs
Post, Thierry
;
Levy, Haim
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 925-954
Persistent link: https://www.econbiz.de/10003133543
Saved in:
17
Optimal portfolio choice under loss aversion
Berkelaar, Arjan B.
;
Kouwenberg, Roy
;
Post, Thierry
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 973-987
Persistent link: https://www.econbiz.de/10002536263
Saved in:
18
Risk taking and optimal contracts for money managers
Palomino, Frédéric
;
Prat, Andrea
- In:
The Rand journal of economics
34
(
2003
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10001760069
Saved in:
19
Empirical tests for stochastic dominance efficiency
Post, Thierry
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1905-1931
Persistent link: https://www.econbiz.de/10001797763
Saved in:
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