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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

Efficient portfolio selection: application to the Tel Aviv Stock Exchange

Yitzhaki, Shlomo - In: Economic review 58 (1986), pp. 53-67

Persistent link: https://www.econbiz.de/10001017790

An asset allocation puzzle: comment

Shalit, Haim; Yitzhaki, Shlomo - In: The American economic review 93 (2003) 3, pp. 1002-1008

Persistent link: https://www.econbiz.de/10001779626

Estimating beta

Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 18 (2002) 2, pp. 95-118

Persistent link: https://www.econbiz.de/10001688738

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

Calculating the Gini index of inequality for individual data

Shalit, Haim - In: Oxford bulletin of economics and statistics 47 (1985) 2, pp. 185-189

Persistent link: https://www.econbiz.de/10001032339

Mean-Gini analysis of stochastic externalities : the case of groundwater contamination

Shalit, Haim - In: Environmental & resource economics : the official … 6 (1995) 1, pp. 37-52

Persistent link: https://www.econbiz.de/10001184694

Mean-Gini hedging in futures markets

Shalit, Haim - In: The journal of futures markets 15 (1995) 6, pp. 617-635

Persistent link: https://www.econbiz.de/10001186690

The democratic provision of public and private goods from exhaustible resources

Shalit, Haim - In: Journal of environmental economics and management : … 7 (1980) 2, pp. 81-89

Persistent link: https://www.econbiz.de/10002813458

Does it pay to stabilise the price of vegetables? : an empirical evaluation of agricultural price policies

Shalit, Haim - In: European review of agricultural economics : ERAE 11 (1984) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015122052