Stelios Arvanitis

1. Stochastic Spanning
   2017/10/18 by Stelios Arvanitis, Mark Hallam, Thierry Post +1 · 1 citation
   Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Stochastic processes and financial applications #Supply Chain and Inventory Management
2. Spanning Tests for Markowitz Stochastic Dominance
   2018/10/25 by Stelios Arvanitis, Arvanitis, Stelios, Olivier Scaillet +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
3. Sparse spanning portfolios and under-diversification with second-order stochastic dominance
   2024/02/02 by Stelios Arvanitis, Arvanitis, Stelios, Olivier Scaillet +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)