PORTFOLIO ANALYSIS OF STOCKS, BONDS AND MANAGED FUTURES USING COMPROMISE STOCHASTICDOMINANCE
Year of publication: |
1990
|
---|---|
Authors: | FISHMAR, D. ; PETERS, C. |
Institutions: | Graduate School of Business, Columbia University |
Subject: | econometric models | risk | investment returns | efficiency |
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The Econometrics of Efficient Frontiers.
Gourieroux, C., (1998)
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ON THE USE OF THE PORTOFOLIO THEORY TO HEDGE OPTIMALLY USING FUTURES
CHEE, K-C., (1990)
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NONPARAMETRIC KERNEL ESTIMATION OF THE NONLINEAR STRUCTURE IN RATES OF RETURN: THE CASE OF GOLD
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