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~person:"Dahl, Bruce L."
~person:"Post, Thierry"
~subject:"Stochastic dominance"
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Stochastic dominance
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
Theorie
14
Theory
14
stochastic dominance
13
Mathematical programming
9
Mathematische Optimierung
9
Portfolio choice
8
Stochastic Dominance
8
Crop Production/Industries
6
Decision theory
5
Linear programming
5
Subsampling
5
Entscheidungstheorie
4
Linear Programming
4
Risk and Uncertainty
4
Risk aversion
4
Spanning
4
Utility theory
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Asset Pricing
3
Crop insurance
3
Decision under risk
3
Entscheidung unter Risiko
3
Erwartungsnutzen
3
Expected utility
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Risikoaversion
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malting barley
3
stochastic efficiency
3
utility theory
3
CAPM
2
Convex optimization
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Decision
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Dominanztest
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Dynamic programming
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Dynamische Optimierung
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Empirical likelihood
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Dahl, Bruce L.
Post, Thierry
Duclos, Jean-Yves
21
Wong, Wing-Keung
20
Wong, Wing Keung
18
Makdissi, Paul
17
McAleer, Michael
17
Lean, Hooi Hooi
10
Maasoumi, Esfandiar
9
Topaloglou, Nikolas
8
Denuit, Michel
7
Qiao, Zhuo
7
Al-Khazali, Osamah
6
Araar, Abdelkrim
6
Donald, Stephen G.
6
Hsu, Yu-Chin
6
Liu, Liqun
6
Rey, Béatrice
6
Chang, Chia-Lin
5
Feng, Zhao
5
Gao, Jianwei
5
Gollier, Christian
5
Homem-de-Mello, Tito
5
Hooi Hooi Lean
5
Kamihigashi, Takashi
5
Montes, Ignacio
5
Montes, Susana
5
Pichler, Alois
5
Trannoy, Alain
5
Yazbeck, Myra
5
Aaberge, Rolf
4
Aziz, Haris
4
Brandl, Florian
4
Brandt, Felix
4
Chen, Wen-Hao
4
Clark, Ephraim
4
Eeckhoudt, Louis
4
Fang, Yi
4
Guo, Xu
4
Haile, Philip A.
4
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4
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Journal of empirical finance
2
Economics Letters
1
Economics letters
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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Koç University - TÜSİAD Economic Research Forum working paper series
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OR spectrum : quantitative approaches in management
1
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ECONIS (ZBW)
10
RePEc
2
EconStor
1
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Date (oldest first)
1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Portfolio choice based on third-degree
stochastic
dominance
, with an application to industry momentum
Post, Thierry
;
Kopa, Miloš
-
2015
benchmark index in terms of third-degree
stochastic
dominance
. Our approach relies on the properties of the semi … performance improvements compared with alternatives based on mean-variance dominance and second-degree
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10011696295
Saved in:
3
Portfolio choice based on third-degree
stochastic
dominance
, with an application to industry momentum
Post, Thierry
;
Kopa, Miloš
-
2015
benchmark index in terms of third-degree
stochastic
dominance
. Our approach relies on the properties of the semi … performance improvements compared with alternatives based on mean-variance dominance and second-degree
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10011439453
Saved in:
4
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
5
Robust optimization of forecast combinations
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 910-926
Persistent link: https://www.econbiz.de/10012305190
Saved in:
6
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:
7
Higher-degree
stochastic
dominance
optimality and efficiency
Fang, Yi
;
Post, Thierry
- In:
European journal of operational research : EJOR
261
(
2017
)
3
,
pp. 984-993
Persistent link: https://www.econbiz.de/10011740492
Saved in:
8
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
9
Moment conditions for Almost
Stochastic
Dominance
Guo, Xu
;
Post, Thierry
;
Wong, Wing-Keung
;
Zhu, Lixing
- In:
Economics Letters
124
(
2014
)
2
,
pp. 163-167
This study establishes necessary conditions for Almost
Stochastic
Dominance
criteria of various orders. These …
Persistent link: https://www.econbiz.de/10010933305
Saved in:
10
Moment conditions for Almost
Stochastic
Dominance
Guo, Xu
;
Post, Thierry
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Economics letters
124
(
2014
)
2
,
pp. 163-167
Persistent link: https://www.econbiz.de/10010493177
Saved in:
1
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