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Extensions on Stochastic Dominance Efficiency Tests
Kallio, Markku - 2018
We consider second, third, fourth and fifth order stochastic dominance (SSD, TSD, FOSD and FISD, respectively) as well as decreasing absolute risk aversion (DARA) stochastic dominance (DSD). For comparison with DSD we also consider stochastic dominance (ESD) based on CARA utility functions....
Persistent link: https://www.econbiz.de/10012928166
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Real option analysis of a technology portfolio
Hilli, Petri; Kallio, Maarit; Kallio, Markku - In: Review of financial economics : RFE 16 (2007) 2, pp. 127-147
Persistent link: https://www.econbiz.de/10003490351
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Advancements in stochastic dominance efficiency tests
Kallio, Markku; Hardoroudi, Nasim Dehghan - In: European journal of operational research : EJOR 276 (2019) 2, pp. 790-794
Persistent link: https://www.econbiz.de/10012003669
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Second-order stochastic dominance constrained portfolio optimization : theory and computational tests
Kallio, Markku; Hardoroudi, Nasim Dehghan - In: European journal of operational research : EJOR 264 (2018) 2, pp. 675-685
Persistent link: https://www.econbiz.de/10011801909
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Solving cardinality constrained mean-variance portfolio problems via MILP
Hardoroudi, Nasim Dehghan; Keshvari, Abolfazl; Kallio, … - 2017
Persistent link: https://www.econbiz.de/10011711708
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Performance persistence of international stock funds
Jern, Benny (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714218
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Overconfidence and investor size
Ekholm, Anders (contributor); Pasternack, Daniel (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715339