Stochastic Dominance and Portfolio Performance Under Heuristic Optimization

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-030-78965-7_55 ◽

2021 ◽

pp. 377-382

Author(s):

Adeola Oyenubi

Keyword(s):

Stochastic Dominance ◽

Heuristic Optimization ◽

Portfolio Performance

Download Full-text

Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance

The Journal of Finance ◽

10.1111/j.1540-6261.1980.tb03478.x ◽

1980 ◽

Vol 35 (1) ◽

pp. 159-171 ◽

Author(s):

HASSAN TEHRANIAN

Keyword(s):

Stochastic Dominance ◽

Empirical Studies ◽

Portfolio Performance

Download Full-text

MARGINAL CONDITIONAL STOCHASTIC DOMINANCE, STATISTICAL INFERENCE, AND MEASURING PORTFOLIO PERFORMANCE

The Journal of Financial Research ◽

10.1111/j.1475-6803.2001.tb00769.x ◽

2001 ◽

Vol 24 (2) ◽

pp. 289-307 ◽

Author(s):

K. Victor Chow

Keyword(s):

Statistical Inference ◽

Stochastic Dominance ◽

Portfolio Performance

Download Full-text

Econometric Analysis of Stochastic Dominance

10.1017/9781108602204 ◽

2019 ◽

Author(s):

Yoon-Jae Whang

Keyword(s):

Stochastic Dominance ◽

Econometric Analysis

Download Full-text

Market Segments and the Analysis of Property Portfolio Performance

10.15396/eres1996_110 ◽

1996 ◽

Keyword(s):

Portfolio Performance ◽

Market Segments

Download Full-text

The Use of Benchmarks for Real Estate Portfolio Performance by UK Financial Institutions

10.15396/eres2019_352 ◽

2019 ◽

Author(s):

Edward Trevillion ◽

Colin Jones ◽

Alan Gardner ◽

Stewart Cowe

Keyword(s):

Real Estate ◽

Financial Institutions ◽

Portfolio Performance

Download Full-text

An Approach on Non-Discriminatory Losses Charge Allocation for Deregulated Power Market Using Meta-Heuristic-Optimization-Based-Electricity-Tracing (MOET)

International Review of Electrical Engineering (IREE) ◽

10.15866/iree.v12i2.11295 ◽

2017 ◽

Vol 12 (2) ◽

pp. 121

Author(s):

Zulkiffli Abdul Hamid ◽

Ismail Musirin ◽

Sidratul Hakim Mohamad Kerta

Keyword(s):

Power Market ◽

Heuristic Optimization

Download Full-text

Goal-Based Investing with Stochastic Dominance in Defined Contribution Plans

Journal of Insurance and Finance ◽

10.23842/jif.2017.28.4.003 ◽

2017 ◽

Vol 28 (4) ◽

pp. 99-126

Author(s):

Yongtae Kim ◽

정도영 ◽

Joo-Ho Sung

Keyword(s):

Stochastic Dominance ◽

Defined Contribution ◽

Defined Contribution Plans

Download Full-text

A Portfolio Performance Index

10.2469/dig.v31.n1.837 ◽

2001 ◽

Vol 31 (1) ◽

pp. 83-84

Author(s):

Daren E. Miller

Keyword(s):

Performance Index ◽

Portfolio Performance

Download Full-text

Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach

10.2469/dig.v28.n2.256 ◽

1998 ◽

Vol 28 (2) ◽

pp. 14-15

Author(s):

Laurie Effron

Keyword(s):

Stochastic Dominance ◽

Stock Prices ◽

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Market Inefficiency

Download Full-text

A Device to Measure Portfolio Performance

Financial Analysts Journal ◽

10.2469/faj.v22.n1.106 ◽

1966 ◽

Vol 22 (1) ◽

pp. 106-108

Author(s):

John C. Sherman

Keyword(s):

Portfolio Performance

Download Full-text