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Citations for "Optimal rules for ordering uncertain prospects"

by Bawa, Vijay S.

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  2. Adam Ostaszewski & Miles Gietzmann, 2008. "Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy," Review of Quantitative Finance and Accounting, Springer, vol. 31(1), pages 1-27, July. [Downloadable!] (restricted)
  3. David Moreno & Paulina Marco & Ignacio Olmeda, 2005. "Risk forecasting models and optimal portfolio selection," Applied Economics, Taylor and Francis Journals, vol. 37(11), pages 1267-1281, June. [Downloadable!] (restricted)
  4. Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS. [Downloadable!]
  5. Le Breton, Michel & Peluso, Eugenio, 2006. "Third-Degree Stochastic Dominance and the von-Neumann-Morgenstern Independence Property," IDEI Working Papers 421, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  6. Raimond Maurer & Shohreh Valiani, 2007. "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting 109, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  7. Post, G.T., 2003. "Asset prices and omitted moments; A stochastic dominance analysis of market efficiency," Research Paper ERS-2003-017-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  8. Yochanan Shachmurove, . ""Portfolio Analysis of Latin American Stock Markets''," CARESS Working Papres 97-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
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  9. Sergio Ortobelli & Svetlozar Rachev & Eduardo Schwartz, 2000. "The Problem of Optimal Asset Allocation with Stable Distributed Returns," University of California at Los Angeles, Anderson Graduate School of Management 1066, Anderson Graduate School of Management, UCLA. [Downloadable!]
  10. Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CoFE Discussion Paper 08-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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  11. James E. Foster & Tapan Mitra, 2001. "Ranking Investment Projects," Working Papers 0107, Department of Economics, Vanderbilt University. [Downloadable!]
  12. Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany. [Downloadable!]
  13. Antonella Basso, Paolo Pianca, 1997. "On the relative efficiency of nth order and DARA stochastic dominance rules," Applied Mathematical Finance, Taylor and Francis Journals, vol. 4(4), pages 207-222, December. [Downloadable!] (restricted)
  14. Raimond Maurer & Frank Reiner & Steffen Sebastian, 2004. "Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K," Working Paper Series: Finance and Accounting 108, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  15. Drynan, Ross G., 1986. "A Note On Optimal Rules For Stochastic Efficiency Analysis," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 30(01), April. [Downloadable!]
  16. Babak Eftekhari, Christian S. Pedersen, Stephen E. Satchell, 2000. "On the volatility of measures of financial risk: an investigation using returns from European markets," European Journal of Finance, Taylor and Francis Journals, vol. 6(1), pages 18-38, March. [Downloadable!] (restricted)
  17. Lee, Sang-Hak & Yang, Seung-Ryong, 2000. "The Minimum Semi-Variance Hedge For Food Manufacturers In Korea," 2000 Annual meeting, July 30-August 2, Tampa, FL 21867, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  18. Davies, G.B., 2005. "Rethinking Risk: Aspiration as Pure Risk," Cambridge Working Papers in Economics 0507, Faculty of Economics, University of Cambridge. [Downloadable!]
  19. Jesus Gonzalo & Jose Olmo, 2008. "Testing Downside Risk Efficiency Under Market Distress," City University Economics Discussion Papers 08/11, Department of Economics, City University, London. [Downloadable!]
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  20. Merton, Robert C., 1977. "On the microeconomic theory of investment under uncertainty," Working papers 958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  21. Anup Basu & Michael E. Drew, . "The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence," Working Papers 2009-03, Department of Finance, Accounting, and Economics, Griffith University. [Downloadable!]
  22. Basu, Anup & Drew, Michael, 2006. "Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence," MPRA Paper 3314, University Library of Munich, Germany, revised 02 Nov 2006. [Downloadable!]
  23. Simone Manganelli, 2007. "Asset allocation by penalized least squares," Working Paper Series 723, European Central Bank. [Downloadable!]
  24. Audrey Hu & Liang Zou, 2008. "Auctions under Payoff Uncertainty: The Case with Heterogeneous Bidder-Aversion to Downside Risk," Tinbergen Institute Discussion Papers 08-044/1, Tinbergen Institute, revised 22 Apr 2008. [Downloadable!]
  25. Kuan Xu & Gordon Fisher, 2006. "Myopic loss aversion and margin of safety: the risk of value investing," Quantitative Finance, Taylor and Francis Journals, vol. 6(6), pages 481-494, December. [Downloadable!] (restricted)
  26. Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany. [Downloadable!]
  27. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series /2002/433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  28. Markus Haas, 2007. "Do investors dislike kurtosis?," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-9. [Downloadable!]
  29. Foster, James E. & Mitra, Tapan, 2001. "Ranking Investment Projects," Working Papers 01-06, Cornell University, Center for Analytic Economics. [Downloadable!]
  30. Jesus Gonzalo & Jose Olmo, 2007. "The Impact of Heavy Tails and Comovements in Downside-Risk Diversification," City University Economics Discussion Papers 07/02, Department of Economics, City University, London. [Downloadable!]
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This page was last updated on 2009-12-30.

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