Stochastic Dominance Analysis of iShares [PDF]
Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic dominance ...
Dominic Gasbarro +2 more
core
Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization. [PDF]
Comput Intell Neurosci, 2020 Zhai QH, Ye T, Huang MX, Feng SL, Li H.
europepmc +1 more source
Multistage allocation problem for Mexican pension funds. [PDF]
PLoS One, 2021 García-Medina A +3 more
europepmc +1 more source
Nonhuman Primates Satisfy Utility Maximization in Compliance with the Continuity Axiom of Expected Utility Theory. [PDF]
J Neurosci, 2021 Ferrari-Toniolo S +4 more
europepmc +1 more source
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. [PDF]
Comput Econ, 2022 Harb E, Bassil C, Kassamany T, Baz R.
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Uncovering circuit mechanisms of current sinks and sources with biophysical simulations of primary visual cortex. [PDF]
Elife, 2023 Rimehaug AE +9 more
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Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach [PDF]
Financial advisors typically recommend that a long-term investor should hold a higher percentage of his wealth in stocks than a short-term investor. However, part of the academic literature disagrees with this advice.
Raúl Ibarra-Ramírez
core
A Simple View on the Interval and Fuzzy Portfolio Selection Problems. [PDF]
Entropy (Basel), 2020 Kaczmarek K, Dymova L, Sevastjanov P.
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Portfolio Selection in Multidimensional General and Partial Moment Space. [PDF]
This paper develops a general approach for the single period portfolio optimization problem in a multidimensional general and partial moment space. A shortage function is defined that looks for possible increases in odd moments and decreases in even ...
Kristiaan Kerstens, Walter Briec
core
A Riemannian Geometry Theory of Synergy Selection for Visually-Guided Movement. [PDF]
Vision (Basel), 2021 Neilson PD, Neilson MD, Bye RT.
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