Thierry Post

7편

• Generalized Stochastic Arbitrage Opportunities
  ms · 2023 · 인용 8 · Financial Markets and Investment Strategies
• Stochastic Bounds for Reference Sets in Portfolio Analysis
  ms · 2021 · 인용 25 · Risk and Portfolio Optimization
• Portfolio Choice Based on Third-Degree Stochastic Dominance
  ms · 2016 · 인용 93 · Financial Markets and Investment Strategies
• Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
  ms · 2016 · 인용 49 · Financial Markets and Investment Strategies
• Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance
  ms · 2014 · 인용 46 · Financial Markets and Investment Strategies
• Loss Aversion with a State-Dependent Reference Point
  ms · 2011 · 인용 3 · Economic theories and models
• Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities
  ms · 2006 · 인용 71 · Decision-Making and Behavioral Economics