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Finding better securities while holding portfolios : is stochastic dominance the answer?

Shalit, Haim - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 31-42

Persistent link: https://www.econbiz.de/10008737072

Optimizing Marginal Conditional Stochastic Dominance Portfolios

Gertsman, Gleb - 2018

Marginal Conditional Stochastic Dominance (MCSD) states the probabilistic conditions under which, given a specific portfolio, one risky asset is marginally preferred to another by all risk-averse investors. Furthermore, by increasing the share of dominating assets and reducing the share of...

Persistent link: https://www.econbiz.de/10012927858

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

Portfolio selection problems consistent with given preference orderings

Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38

Persistent link: https://www.econbiz.de/10009783998

Mean-extended Gini portfolios : a 3D efficient frontier

Hespeler, Frank; Shalit, Haim - In: Computational economics 51 (2018) 3, pp. 731-740

Persistent link: https://www.econbiz.de/10011963747