From Stochastic Dominance to Dea-Risk Models: Portfolio Efficiency Analysis

International Workshop of "Stochastic Programming for Implementation and Advanced Applications" ◽

10.5200/stoprog.2012.03 ◽

2012 ◽

Cited By ~ 2

Author(s):

Martin Branda ◽

Miloš Kopa

Keyword(s):

Stochastic Dominance ◽

Efficiency Analysis ◽

Risk Models ◽

Portfolio Efficiency

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Stochastic Dominance Efficiency Analysis of Diversified Portfolios: A Unified Methodological Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1372089 ◽

2009 ◽

Author(s):

Andrey Lizyayev ◽

Timo Kuosmanen

Keyword(s):

Stochastic Dominance ◽

Efficiency Analysis ◽

Methodological Framework

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Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements

Annals of Operations Research ◽

10.1007/s10479-012-1123-4 ◽

2012 ◽

Vol 196 (1) ◽

pp. 391-410 ◽

Cited By ~ 19

Author(s):

Andrey Lizyayev

Keyword(s):

Stochastic Dominance ◽

Efficiency Analysis

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The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset

Financial Review ◽

10.1111/j.1540-6288.1995.tb00851.x ◽

1995 ◽

Vol 30 (4) ◽

pp. 663-683 ◽

Cited By ~ 2

Author(s):

Robert Brooks ◽

Yoram Kroll

Keyword(s):

Efficiency Analysis ◽

Sampling Errors ◽

Portfolio Efficiency ◽

Riskless Asset ◽

The Impact

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Portfolio efficiency tests based on stochastic dominance and co-integration

International Journal of Systems Science ◽

10.1080/00207729308949617 ◽

1993 ◽

Vol 24 (11) ◽

pp. 2135-2158 ◽

Cited By ~ 8

Author(s):

JATI K. SENGUPTA ◽

HYUNG S. PARK

Keyword(s):

Stochastic Dominance ◽

Portfolio Efficiency

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PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS-THE MULTIPERIOD CASE: COMMENT

The Journal of Finance ◽

10.1111/j.1540-6261.1978.tb03413.x ◽

1978 ◽

Vol 33 (1) ◽

pp. 345-348

Author(s):

Michael Granito ◽

Patrick Walsh

Keyword(s):

Efficiency Analysis ◽

Portfolio Efficiency

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General Linear Formulations of Stochastic Dominance Criteria: With an Analysis of Stock Market Portfolio Efficiency

SSRN Electronic Journal ◽

10.2139/ssrn.1997521 ◽

2012 ◽

Author(s):

Thierry Post

Keyword(s):

Stock Market ◽

Stochastic Dominance ◽

General Linear ◽

Market Portfolio ◽

Portfolio Efficiency

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Portfolio efficiency analysis with SFA: the case of PSI-20 companies

Applied Economics ◽

10.1080/00036846.2015.1073837 ◽

2015 ◽

Vol 48 (1) ◽

pp. 1-6 ◽

Cited By ~ 2

Author(s):

Nuno Barbosa Ferreira ◽

Manuela M. Oliveira

Keyword(s):

Efficiency Analysis ◽

Portfolio Efficiency

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Second order stochastic dominance efficiency analysis of Borsa Istanbul

Pressacademia ◽

10.17261/pressacademia.2015312966 ◽

2015 ◽

Vol 2 (3) ◽

pp. 461-461

Author(s):

Neslihan Fidan Kececi

Keyword(s):

Stochastic Dominance ◽

Efficiency Analysis ◽

Second Order ◽

Order Stochastic Dominance ◽

Second Order Stochastic Dominance

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Sensitivity of university rankings: implications of stochastic dominance efficiency analysis

Education Economics ◽

10.1080/09645292.2018.1512560 ◽

2018 ◽

Vol 27 (1) ◽

pp. 75-92 ◽

Cited By ~ 4

Author(s):

Mehmet Pinar ◽

Joniada Milla ◽

Thanasis Stengos

Keyword(s):

Stochastic Dominance ◽

Efficiency Analysis ◽

University Rankings

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PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS: THE MULTIPERIOD CASE†

The Journal of Finance ◽

10.1111/j.1540-6261.1975.tb01851.x ◽

1975 ◽

Vol 30 (3) ◽

pp. 797-809 ◽

Cited By ~ 20

Author(s):

Fred D. Arditti ◽

Haim Levy

Keyword(s):

Efficiency Analysis ◽

Portfolio Efficiency

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