Stochastic Spanning-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Stochastic Spanning

Published:2018-06-14 Issue:4 Volume:37 Page:573-585
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Arvanitis Stelios¹,Hallam Mark²,Post Thierry³,Topaloglou Nikolas⁴

Affiliation:

1. Department of Economics, AUEB, Athens 104 34, Greece ()

2. Essex Business School, University of Essex, Colchester CO4 3SQ, United Kingdom ()

3. Graduate School of Business, Nazarbayev University, Astana 010000, Kazakhstan ()

4. Ipag Business School, 75006 Paris, France, and Department of IEES, AUEB, Athens 104 34, Greece ()

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2017.1391099

Reference45 articles.

1. Stochastic dominance and portfolio analysis

2. An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes

3. Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice

4. Consistent Tests for Stochastic Dominance

5. Optimal rules for ordering uncertain prospects

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. GDP-linked bonds as a new asset class;Quantitative Finance;2024-08-30

2. Sparse spanning portfolios and under-diversification with second-order stochastic dominance;SSRN Electronic Journal;2024

3. Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance;Management Science;2023-10-20

4. Robust reward-risk performance measures with weakly second-order stochastic dominance constraints;The Quarterly Review of Economics and Finance;2023-04

5. Incomplete risk-preference information in portfolio decision analysis;European Journal of Operational Research;2023-02

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3