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subject:"Portfolio selection"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Post, Thierry"
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Portfolio selection
Portfolio-Management
4
Theorie
4
Theory
4
stochastic dominance
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Stochastic process
3
Stochastischer Prozess
3
Mathematical programming
2
Mathematische Optimierung
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linear programming
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utility theory
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asset pricing
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bootstrapping
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convex programming
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decreasing absolute risk aversion
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empirical likelihood
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enhanced benchmarking
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enhanced indexing
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industry momentum
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market portfolio efficiency
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portfolio analysis
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portfolio choice
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portfolio theory
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pricing kernel
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quadratic programming
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relative entropy
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skewness
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subsampling
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Post, Thierry
Dai, Min
5
Giesecke, Kay
3
Levy, Haim
3
Dimmock, Stephen G.
2
Huang, Rachel J.
2
Kopa, Miloš
2
Kou, Steven
2
Levy, Moshe
2
Tompaidis, Stathis
2
Tsoukalas, Gerry
2
Tzeng, Larry Y.
2
Wang, Jr-Yan
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Zhao, Lin
2
Zhou, Guofu
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Ziemba, William T.
2
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1
Aiken, Adam L.
1
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Anderson, Ewan W.
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Anderson, Joshua D.
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Andrei, Daniel
1
Ang, Andrew
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Anthonisz, Sean A.
1
Arts, Sam
1
Arvanitis, Stelios
1
Asparouhova, Elena
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Auer, Benjamin R.
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Bakshi, Gurdip S.
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Ban, Gah-Yi
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Banal-Estañol, Albert
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Barroso, Pedro
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Beaud, Mickael
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Bell, David E.
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Bell, Robert M.
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Berger, Loïc
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
ERIM report series research in management
3
Journal of banking & finance
3
Discussion paper / Department of Business and Management Science
1
Discussion paper / Tinbergen Institute
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Koç University - TÜSİAD Economic Research Forum working paper series
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OR spectrum : quantitative approaches in management
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Report / Erasmus Center for Financial Research, Erasmus University
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
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1
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
2
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
3
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
4
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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