SZodixStudyAcademic Library

Shelves Open access

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

Making inefficient market indices efficient · Study

ArticleShelves

ArticleMaking inefficient market indices efficient

Ephraïm Clark2010

OA

Articlegreen2010

Making inefficient market indices efficient

Ephraïm Clark · Octave Jokung · Konstantinos Kassimatis

30 citations·0/0 files stored·European Journal of Operational Research

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

Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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 — 30 citations exist upstream.

References

1952PORTFOLIO SELECTION*1970On the measurement of inequality 1989A Test of the Efficiency of a Given Portfolio 1998Value versus Growth: The International Evidence 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk 1987On the Measurement of Poverty

Cited by

2014Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 2011An empirical analysis of marginal conditional stochastic dominance

Related works

Explore the map →

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

2011An empirical analysis of marginal conditional stochastic dominancearticle · 14 shared references 2017Stochastic Spanningarticle · 11 shared references 2020Review on behavioral economics and behavioral financearticle · 11 shared references 2018Portfolio optimization based on stochastic dominance and empirical likelihoodarticle · 10 shared references 2013General linear formulations of stochastic dominance criteriaarticle · 9 shared references 2017Essays on decision making under uncertainty : Stochastic dominancethesis · 9 shared references

Details

Year2010

Typearticle

Published2010-09-18

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations30

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.ejor.2010.09.013

openalex_workW2117500871

Links

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