Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood

2017 ◽  
Author(s):  
Thierry Post ◽  
Selcuk Karabati ◽  
Stelios Arvanitis
Keyword(s):  
Empirical Likelihood ◽  
Stochastic Dominance ◽  
Portfolio Construction

Portfolio construction based on stochastic dominance and target return distributions

2006 ◽  
Vol 108 (2-3) ◽  
pp. 541-569 ◽  
Author(s):  
Diana Roman ◽  
Ken Darby-Dowman ◽  
Gautam Mitra
Keyword(s):  
Stochastic Dominance ◽  
Portfolio Construction ◽  
Return Distributions

scholarly journals Portfolio optimization based on stochastic dominance and empirical likelihood

2018 ◽  
Vol 206 (1) ◽  
pp. 167-186 ◽  
Author(s):  
Thierry Post ◽  
Selçuk Karabatı ◽  
Stelios Arvanitis
Keyword(s):  
Portfolio Optimization ◽  
Empirical Likelihood ◽  
Stochastic Dominance

Entrepreneurship Portfolio Construction and Management

2011 ◽  
Author(s):  
Aleksandras Vytautas Rutkauskas ◽  
Viktorija Stasytyte ◽  
Nijole Maknickiene
Keyword(s):  
Portfolio Construction
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