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  • Search: subject:"Marginal Conditional Stochastic Dominance"
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Year of publication
Subject
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Marginal conditional stochastic dominance 9 Almost stochastic dominance 4 Portfolio selection 4 Portfolio-Management 4 Stochastic process 4 Stochastischer Prozess 4 Theorie 4 Theory 4 Asset allocation 3 Extended Gini 3 Gini 3 Marginal Conditional Stochastic Dominance 3 Optimal investment 3 Lorenz curves 2 SRI 2 Socially Responsible Investments 2 Systematic risk 2 Arbitrage portfolios 1 Beta risk 1 Betafaktor 1 Business ethics 1 Börsenkurs 1 CAPM 1 Capital income 1 Corporate Social Responsibility 1 Corporate social responsibility 1 Diversification 1 Efficient portfolios 1 Eigentümerstruktur 1 Einkommensverteilung 1 Equity flows 1 Gini coefficient 1 Gini-Koeffizient 1 Income distribution 1 Institutional investor 1 Institutioneller Investor 1 Institutions 1 Kapitaleinkommen 1 Lorenz Curves 1 Lorenz curve 1
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Online availability
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Undetermined 7
Type of publication
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Article 11 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6
Language
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English 7 Undetermined 5
Author
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Clark, Ephraim 5 Belghitar, Yacine 3 Kassimatis, Konstantinos 3 Shalit, Haim 3 Tzeng, Larry Y. 3 Yitzhaki, Shlomo 3 Deshmukh, Nitin 2 Huang, Rachel J. 2 Wang, Christine W. 2 Chang, Jow-Ran 1 Chen, Tzu-Ying 1 Denuit, Michel 1 Denuit, Michel M. 1 Liu, Wei-Han 1 Tsai, An-Mei 1 Yang, Guo-Jun 1
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Institution
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Economics Department, Ben Gurion University of the Negev 1
Published in...
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Journal of Banking & Finance 3 Journal of banking & finance 2 Review of Quantitative Finance and Accounting 2 Review of quantitative finance and accounting 2 International review of financial analysis 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
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Source
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ECONIS (ZBW) 6 RePEc 6
Showing 11 - 12 of 12
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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Cover Image
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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