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Reward-Risk Portfolio Selection and Stochastic Dominance · Study

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PreprintReward-Risk Portfolio Selection and Stochastic Dominance

Enrico G. De Giorgi2002

OA

Preprintgreen2002

Reward-Risk Portfolio Selection and Stochastic Dominance

Enrico G. De Giorgi

47 citations·0/0 files stored·SSRN Electronic Journal

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Risk and Portfolio Optimization Decision-Making and Behavioral Economics Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

1952PORTFOLIO SELECTION*1999Coherent Measures of Risk 2000Optimization of conditional value-at-risk 2004Subjective probability and expected utility without additivity 2004Third-party punishment and social norms 1989Subjective Probability and Expected Utility without Additivity 1969Rules for Ordering Uncertain Prospects 2002Convex measures of risk and trading constraints

Cited by

2003Agents' Rationality and the Chf/Usd Exchange Rate Part 1

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.2139/ssrn.325962

openalex_workW1839926096

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