Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics Author(s) Stelios Arvanitis Read more about Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics
Sparse spanning portfolios and under-diversification with second-order stochastic dominance Author(s) Stelios Arvanitis Read more about Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models Author(s) Hiroyuki Kasahara Katsumi Shimotsu Read more about Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models
