76, Patision street
Athens University of Economics and Business
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
Stochastic Dominance, Stochastic Spanning, Commodities, FX, Real Estate, Diversification
Saddle-Type Point, Markowitz Stochastic Dominance, Spanning Test, Linear and Mixed integer programming, reverse S-shaped utility
Stochastic Programming, International Portfolios, Currency Hedging, Selective Hedging, Eurozone Crisis, Options Pricing
Stochastic dominance, stochastic spanning, mean-variance spanning market anomalies.
Nonparametric test, prospect stochastic dominance efficiency, prospect spanning, market anomaly, Linear Programming.
Stochastic Spanning, Contingent Debt, Risk Premium, Diversification
Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming
Stochastic dominance; Uniform inefficiency; Contact set; Gaussian process; Block bootstrap; Mutual funds; Optimal portfolio; tests; asset portfolios
This page was processed by aws-apollo1 in 0.428 seconds