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Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance

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  • Daniel Fischmar
  • Carl Peters

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  • Daniel Fischmar & Carl Peters, 1991. "Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(3), pages 259-270, June.
    • Handle: RePEc:wly:jfutmk:v:11:y:1991:i:3:p:259-270
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    Cited by:

    1. Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
    2. Al-Khazali, Osamah M. & Koumanakos, Evangelos P. & Pyun, Chong Soo, 2008. "Calendar anomaly in the Greek stock market: Stochastic dominance analysis," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 461-474, June.
    3. Al-Khazali, Osamah, 2014. "Revisiting fast profit investor sentiment and stock returns during Ramadan," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 158-170.

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