76, Patision street
Athens, GR10434
Greece
Athens University of Economics and Business
SSRN RANKINGS
in Total Papers Citations
Stochastic dominance, stochastic spanning, mean-variance spanning market anomalies.
Alternative asset class, Commodity indices, Portfolio choice, Stochastic dominance
Alternative Investments, Commodity Indices, Market Integration, Portfolio Choice, Stochastic Dominance
Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming, Enhanced Benchmarking
Cryptocurrencies, Portfolio choice, Second Order Stochastic dominance, Stochastic Spanning, Diversification, Market Integration, Market Segmentation
Stochastic Dominance, Stochastic Spanning, Commodities, FX, Real Estate, Diversification
Nonparametric test, prospect stochastic dominance efficiency, prospect spanning, market anomaly, Linear Programming
Stochastic Spanning, Contingent Debt, Risk Premium, Diversification
stochastic spanning, contingent debt, risk premium, diversification
Stochastic Programming, International Portfolios, Currency Hedging, Selective Hedging, Eurozone Crisis, Options Pricing
Saddle-Type Point, Markowitz Stochastic Dominance, Spanning Test, Linear and Mixed integer programming, reverse S-shaped utility
Precious metals; Stochastic spanning; Optimal portfolio; Diversification benefits; Stochastic dominance
Stochastic dominance; Uniform inefficiency; Contact set; Gaussian process; Block bootstrap; Mutual funds; Optimal portfolio; tests; asset portfolios
Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming
Nonparametric estimation, stochastic dominance, spanning, under-diversification, greedy algorithm, Linear Programming