Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood

Gerrit Post, Selcuk Karabati, Stelios Arvanitis

Research output: Contribution to journalArticle

Original languageEnglish
Number of pages40
JournalJournal of Econometrics
Publication statusAccepted/In press - 2018

Cite this

Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood. / Post, Gerrit; Karabati, Selcuk; Arvanitis, Stelios.

In: Journal of Econometrics, 2018.

Research output: Contribution to journalArticle

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title = "Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood",
author = "Gerrit Post and Selcuk Karabati and Stelios Arvanitis",
year = "2018",
language = "English",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",

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AU - Post, Gerrit

AU - Karabati, Selcuk

AU - Arvanitis, Stelios

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M3 - Article

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

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