Arvanitis, Stelios
- Spanning Tests for Markowitz Stochastic Dominance
2018/10/25 by Stelios Arvanitis, Olivier Scaillet, Arvanitis, Stelios +3 · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Economics and business #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #econ.EM #q-fin.PM #q-fin.ST
- Sparse spanning portfolios and under-diversification with second-order stochastic dominance
2024/02/02 by Stelios Arvanitis, Olivier Scaillet, Arvanitis, Stelios +3 · 1 citation
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)