Mutation pressure, drift, and the pace of molecular coevolution. [PDF]
Proc Natl Acad Sci U S A, 2023 Lynch M.
europepmc +1 more source
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach [PDF]
This paper examines the market efficiency of oil spot and futures prices by using both mean-variance (MV) and stochastic dominance (SD) approaches. Based on the West Texas Intermediate crude oil data for the sample period 1989-2008, we find no evidence ...
Hooi Hooi Lean +2 more
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POTENTIAL EFFECTS OF SUBSIDIZED LIVESTOCK INSURANCE ON LIVESTOCK PRODUCTION [PDF]
Recent legislation has cleared the way for subsidized livestock price insurance. Such programs could increase production. Expected feeder cattle prices with and without subsidized insurance will be analyzed using E-V and Stochastic Dominance.
Anderson, John D. +3 more
core +1 more source
Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric. [PDF]
J Glob Optim, 2022 Chen D, Wu Y, Li J, Ding X, Chen C.
europepmc +1 more source
Downside Risk Efficiency Under Market Distress [PDF]
In moments of financial distress downside risk measures like lower partial moments are more appropriate than the standard variance to characterize risk. The goal of this paper is to study how to choose optimal portfolios in these periods.
Jesús Gonzalo, José Olmo
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Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach. [PDF]
Ann Oper Res, 2022 Henriques CO +3 more
europepmc +1 more source
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance [PDF]
In this note using the rules of stochastic dominance of the second order and the recent cumulative prospect theory for classified, according to their performance, a set of common funds.
Giuseppe De Nadai, Paolo Pianca
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A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk. [PDF]
Soft comput, 2021 Deng X, Yuan Y.
europepmc +1 more source
Dryland Wheat variety selection in the Texas High Plain [PDF]
Selecting the best wheat varieties affects producers’ profit and financial risk. This study identifies the optimal wheat variety selection using the portfolio approach at various risk aversion levels.
Amosson, Stephen H. +4 more
core +1 more source
Stochastic Dominance Portfolio Analysis of Forestry Assets [PDF]
We consider the forestry decision-making and harvesting problem from the perspective of financial portfolio management, where harvestable forest stands constitute one of the liquid assets of the portfolio.
& Timo Kuosmanen, V.-P. Heikkinen
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