Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Stochastic dominance
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
|---|---|---|
| 2014 | Does faith move stock markets? Evidence from Saudi Arabia | Canepa, A; Ibnrubbian, A |
| 2013 | Enhanced indexation based on second-order stochastic dominance | Roman, D; Mitra, G; Zverovich, V |
| 5-Dec-2019 | Hedge fund strategies: A non-parametric analysis | Canepa, A; de la O. González, M; Skinner, FS |
| 2017 | Novel approaches for portfolio construction using second order stochastic dominance | Roman, D; Arbex Valle, C; Mitra, G |
| 2004 | Portfolio optimisation models and properties of return distributions | Roman, D; Darby-Dowman, K; Mitra, G |
| 2009 | Portfolio selection models: A review and new directions | Roman, D; Mitra, G |