On the impact of conditional expectation estimators in portfolio theory-Reference-Cited by-同舟云学术

On the impact of conditional expectation estimators in portfolio theory

Published:2017-06-05 Issue:4 Volume:14 Page:535-557
ISSN:1619-697X
Container-title:Computational Management Science
language:en
Short-container-title:Comput Manag Sci

Author:

Ortobelli Sergio,Kouaissah Noureddine,Tichý Tomáš

Funder

Czech Science Foundation

VSB-TUO

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Management Information Systems

Link

http://link.springer.com/article/10.1007/s10287-017-0282-9/fulltext.html

Reference52 articles.

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3. Branda M, Kopa M (2012) DEA-risk efficiency and stochastic dominance efficiency of stock indices. Czech J. Econ. Finance 62(2):106–124

4. Branda M, Kopa M (2014) On relations between DEA-risk models and stochastic dominance efficiency tests. Central Eur. J. Oper. Res. 22(1):13–35

5. Branda M, Kopa M (2016) DEA models equivalent to general Nth order stochastic dominance efficiency tests. Oper. Res. Lett. 44(2):285–289

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