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Mimicking portfolios and exact arbitrage pricing
Huberman, Gur - In: The journal of finance : the journal of the American … 42 (1987) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001047813
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Multivariate tests for stochastic dominance efficiency of a given portfolio
Post, Thierry; Versijp, Philippe - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 489-515
Persistent link: https://www.econbiz.de/10003484176
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A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
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Irrational diversification : an examination of individual portfolio choice
Baltussen, Guido; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1463-1491
Persistent link: https://www.econbiz.de/10009424106
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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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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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Scale and skill in active management
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: Journal of financial economics 116 (2015) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10011347321
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Thoughts on the future : life-cycle investing in theory and practice
Bodie, Zvi - In: Financial analysts' journal : FAJ 71 (2015) 1, pp. 43-48
Persistent link: https://www.econbiz.de/10010528716
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Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
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Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver; Post, Thierry; Whang, Yoon-jae - In: The econometrics journal 17 (2014) 2, pp. 59-74
Persistent link: https://www.econbiz.de/10010498726