Wanted: A Test for FSD Optimality of a Given Portfolio
Year of publication: |
2005-06-28
|
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Authors: | Post, Post, G.T. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | Portfolio diversification | admissibility | optimality | stochastic dominance |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2005-034-F&A |
Classification: | G12 - Asset Pricing ; G3 - Corporate Finance and Governance ; M - Business Administration and Business Economics; Marketing; Accounting |
Source: |
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Testing for Stochastic Dominance Efficiency
Post, Post, G.T., (2005)
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Wanted: A Test for FSD Optimality of a Given Portfolio
Post, G.T., (2005)
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Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
Post, Post, G.T., (2003)
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Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
Post, Post, G.T., (2003)
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Testing for Stochastic Dominance Efficiency
Post, Post, G.T., (2005)
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A Test for Mean-Variance Efficiency of a given Portfolio under Restrictions
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