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Comparison of Mean-Risk Efficient Portfolios in Asia-Pacific Capital Markets

Kopa, Miloš; Tichý, Tomáš - In: Emerging Markets Finance and Trade 50 (2014) 1, pp. 226-240

In order to analyze the performance of mean-risk efficient portfolios, several methods of portfolio comparison have been developed. In this paper we analyze the second-order stochastic dominance efficiency of portfolios on the mean-risk efficient frontier assuming that the risk is represented by...

Persistent link: https://www.econbiz.de/10010774256

Comparison of mean-risk efficient portfolios in Asia-Pacific capital markets

Kopa, Miloš; Tichý, Tomáš - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 226-240

Persistent link: https://www.econbiz.de/10010402573

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

Portfolio choice based on third-degree stochastic dominance

Post, Thierry; Kopa, Miloš - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3381-3392

Persistent link: https://www.econbiz.de/10011760503

A stochastic dominance approach to pension-fund selection

Kopa, Miloš; Kabašinskas, Audrius; Šutienė, Kristina - In: IMA journal of management mathematics 33 (2022) 1, pp. 139-160

Persistent link: https://www.econbiz.de/10012654796