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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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23
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Clark, Ephraim
15
Kassimatis, Konstantinos
6
Lahiani, Amine
5
Wong, Wing Keung
4
Arouri, Mohamed
3
Chan, Raymond H.
3
Nguyen, Duc Khuong
3
Qiao, Zhuo
3
Deshmukh, Nitin
2
Guo, Xu
2
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1
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1
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1
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1
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Research in international business and finance
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ECONIS (ZBW)
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1
Note on asset proportions stochastic dominance and 50 % rule
Clark, Ephraim
;
Jokung, Octave
- In:
Financial modelling : proceedings of the 23rd Meeting …
,
(pp. 351-357)
.
1999
Persistent link: https://www.econbiz.de/10001739720
Saved in:
2
Regret-aversion over different maturities : application to energy futures markets
Bellalah, Makram
;
Amar, Amine Ben
;
Clark, Ephraim
- In:
Economics letters
241
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015078552
Saved in:
3
An alternative measure of the "world market portfolio" : determinants efficiency, and information content
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 724-748
Persistent link: https://www.econbiz.de/10009268777
Saved in:
4
Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets
Qiao, Zhuo
;
Clark, Ephraim
;
Wong, Wing Keung
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
1
,
pp. 251-274
Persistent link: https://www.econbiz.de/10010342382
Saved in:
5
Exploiting stochastic dominance to generate abnormal stock returns
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Journal of financial markets
20
(
2014
),
pp. 20-38
Persistent link: https://www.econbiz.de/10010442398
Saved in:
6
International equity flows, marginal conditional stochastic dominance and diversification
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 251-271
Persistent link: https://www.econbiz.de/10009708118
Saved in:
7
Index tracking with utility enhanced weighting
Clark, Ephraim
;
Deshmukh, Nitin
;
Güran, Celal Barkan
; …
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1893-1904
Persistent link: https://www.econbiz.de/10012195663
Saved in:
8
New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.
;
Guo, Xu
;
Clark, Ephraim
;
Wong, Wing Keung
-
2020
Persistent link: https://www.econbiz.de/10012384554
Saved in:
9
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.
;
Clark, Ephraim
;
Guo, Xu
;
Wong, Wing Keung
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
2
,
pp. 108-132
Persistent link: https://www.econbiz.de/10012297611
Saved in:
10
The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim
;
Qiao, Zhuo
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
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