SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

ALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS · Study

ArticleShelves

ArticleALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS

Haim Levy1970

Article1970

ALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS

Haim Levy · Marshall Sarnat

66 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Corporate Finance and Governance Efficiency Analysis Using DEA

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 66 citations exist upstream.

References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1964Risk Aversion in the Small and in the Large 1952Portfolio Selection 1958Liquidity Preference as Behavior Towards Risk 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*1966Aspects of the Theory of Risk-Bearing.1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk

Cited by

1980Sampling Errors and Portfolio Efficient Analysis 1979An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets 1992The characteristics of portfolios selected by n-degree Lower Partial Moment 1980Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance 1975Stochastic dominance and portfolio analysis 2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Testing for risk aversion: a stochastic dominance approacharticle · 7 shared references 1975Stochastic dominance and portfolio analysisarticle · 7 shared references 2010Cumulative Prospect Theory: Tests Using the Stochastic Dominance Approachother · 7 shared references 2012Experimental Economics and the Theory of Financeother · 7 shared references 1972Entropy, market risk, and the selection of efficient portfoliosarticle · 6 shared references 2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approacharticle · 6 shared references

Details

Year1970

Typearticle

Published1970-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations66

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/j.1540-6261.1970.tb00876.x

openalex_workW2114586289

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2012Stochastic dominance analysis of CTA funds

2016Further evidence on international Islamic and conventional portfolios diversification under regime switching