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  • Search: subject:"Conditional stochastic dominance"
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Year of publication
Subject
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Marginal conditional stochastic dominance 9 Theorie 8 Theory 7 Conditional stochastic dominance 6 Portfolio selection 5 Portfolio-Management 5 Stochastic process 5 Stochastischer Prozess 5 conditional stochastic dominance 5 Almost stochastic dominance 4 Asset allocation 3 Extended Gini 3 Gini 3 Marginal Conditional Stochastic Dominance 3 Nichtparametrisches Verfahren 3 Optimal investment 3 Poissionization 3 Average treatment effect 2 Capital income 2 Conditional Sharpe ratio 2 Down-side risk 2 Information ratio 2 Kapitaleinkommen 2 Lorenz curves 2 Nonparametric statistics 2 Portfolio choice 2 Programme evaluation 2 Risiko 2 Risk 2 SRI 2 Sharp ratio 2 Socially Responsible Investments 2 Statistische Verteilung 2 Statistischer Test 2 Systematic risk 2 University admissions 2 affirmative action 2 comparative statics 2 economic efficiency 2 first price auctions 2
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Online availability
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Undetermined 10 Free 9
Type of publication
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Article 14 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 15 Undetermined 9
Author
All
Clark, Ephraim 5 Belghitar, Yacine 3 Kassimatis, Konstantinos 3 Lee, Sokbae 3 Shalit, Haim 3 Tzeng, Larry Y. 3 Yitzhaki, Shlomo 3 Bhattacharya, Debopam 2 Deshmukh, Nitin 2 Hopkins, Ed 2 Huang, Rachel J. 2 Kanaya, Shin 2 Kornienko, Tatiana 2 Lai, Christine W. 2 Stevens, Margaret 2 Wang, Christine W. 2 Whang, Yoon-Jae 2 Whang, Yoon-jae 2 Chang, Jow-Ran 1 Chang, Minsu 1 Chen, Tzu-Ying 1 Chow, Victor 1 Chow, Victor K. 1 Delgado, Miguel A. 1 Denuit, Michel 1 Denuit, Michel M. 1 Escanciano, Juan Carlos 1 Khan, Shakeeb 1 Linton, Oliver 1 Liu, Wei-Han 1 Ponomareva, Maria 1 Seo, Myung Hwan 1 Tamer, Elie 1 Tsai, An-Mei 1 Yang, Guo-Jun 1
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Institution
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School of Economics, University of Edinburgh 2 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Oxford University 1 Economics Department, Ben Gurion University of the Negev 1 School of Economics and Management, University of Aarhus 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of Banking & Finance 3 ESE Discussion Papers 2 Journal of banking & finance 2 Review of Quantitative Finance and Accounting 2 Review of quantitative finance and accounting 2 CREATES Research Papers 1 Cowles Foundation Discussion Papers 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Finance Research Letters 1 Finance research letters 1 International review of financial analysis 1 MPRA Paper 1 SIER working paper series 1 The econometrics journal 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Papers / Economics Department, Ben Gurion University of the Negev 1 cemmap working paper 1
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Source
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RePEc 14 ECONIS (ZBW) 9 EconStor 1
Showing 21 - 24 of 24
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The prudential effect of strategic institutional ownership on stock performance
Belghitar, Yacine; Clark, Ephraim; Kassimatis, Konstantinos - In: International review of financial analysis 20 (2011) 4, pp. 191-199
Persistent link: https://www.econbiz.de/10009295716
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How does beta explain stochastic dominance efficiency?
Shalit, Haim; Yitzhaki, Shlomo - In: Review of Quantitative Finance and Accounting 35 (2010) 4, pp. 431-444
Persistent link: https://www.econbiz.de/10008776274
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Cover Image
How does beta explain stochastic dominance efficiency?
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444
Persistent link: https://www.econbiz.de/10009260269
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How Does Beta Explain Stochastic Dominance Efficiency?
Shalit, Haim; Yitzhaki, Shlomo - Economics Department, Ben Gurion University of the Negev - 2008
Stochastic dominance rules provide necessary and sufficient conditions for characterizing efficient portfolios that suit all expected utility maximizers. For the finance practitioner, though, these conditions are not easy to apply or interpret. Portfolio selection models like the mean-variance...
Persistent link: https://www.econbiz.de/10008577382
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