May 2024 Buy-Sell Guide for Dow Jones 30 Stocks and Modified Omega Criterion
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- Vinod, H.D., 2024. "Portfolio choice algorithms, including exact stochastic dominance," Journal of Financial Stability, Elsevier, vol. 70(C).
- Levy, Haim, 1973. "Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case," American Economic Review, American Economic Association, vol. 63(5), pages 986-994, December.
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Keywords
sharpe ratio monotonicity; stock picking tools; out-of-sample performance; pandemic-proof;All these keywords.
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