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person:"Blake, David"
~isPartOf:"Journal of econometrics"
~person:"Arvanitis, Stelios"
~person:"Račev, Svetlozar T."
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Portfolio selection
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Blake, David
Arvanitis, Stelios
Račev, Svetlozar T.
Sentana, Enrique
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Journal of econometrics
Handbook of heavy tailed distributions in finance
4
Journal of economic dynamics & control
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International journal of theoretical and applied finance
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Applied financial economics
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Journal of banking & finance
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
Saved in:
2
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:
3
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David
;
Caulfield, Tristan
;
Ioannidis, Christos
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
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