Evaluating risk management strategies using stochastic dominance with a risk-free asset.

被引：0
|
作者：
Gloy, B [1 ]
Baker, T [1 ]
机构：
[1] Purdue Univ, W Lafayette, IN 47907 USA
来源：
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS | 1999年 / 81卷 / 05期
关键词：
D O I：
暂无
中图分类号：
F3 [农业经济];
学科分类号：
0202 ; 020205 ; 1203 ;
摘要：
引用
收藏
页码：1295 / 1295
页数：1
相关论文
共 50 条
  • [31] Drift and the Risk-Free Rate
    Gadidov, Anda
    Spruill, M. C.
    [J]. JOURNAL OF PROBABILITY AND STATISTICS, 2011, 2011
  • [32] GENE GRAFTS ARE NOT RISK-FREE
    SCHATZ, C
    LAMY, D
    [J]. RECHERCHE, 1994, 25 (270): : 1122 - 1123
  • [33] The risk-free payroll solution
    [J]. British Dental Journal, 2018, 225 : 899 - 899
  • [34] OPTIMAL SHARPE RATIO IN CONTINUOUS-TIME MARKETS WITH AND WITHOUT A RISK-FREE ASSET
    Yao, Haixiang
    Li, Zhongfei
    Li, Xun
    Zeng, Yan
    [J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2017, 13 (03) : 1273 - 1290
  • [35] A note on a mean-lower partial moment CAPM without risk-free asset
    Mondal, Dipankar
    Selvaraju, N.
    [J]. OPERATIONS RESEARCH LETTERS, 2019, 47 (04) : 264 - 269
  • [36] Risk-free interest rates
    van Binsbergen, Jules H.
    Diamond, William F.
    Grotteria, Marco
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2022, 143 (01) : 1 - 29
  • [37] Pricing on Trees Using New Risk-Free Rates
    Fusai, Gianluca
    Gambaro, Anna Maria
    [J]. JOURNAL OF DERIVATIVES, 2024, 32 (01): : 139 - 159
  • [38] Power utility maximization in an exponential lévy model without a risk-free asset
    Zhou Q.
    [J]. Acta Mathematicae Applicatae Sinica, 2005, 21 (1) : 145 - 152
  • [39] Evaluating the economic risk of herbicide-based weed management systems in corn and soybean using stochastic dominance testing
    Hoverstad, Thomas R.
    Johnson, Gregg A.
    Gunsolus, Jeffrey L.
    King, Robert P.
    [J]. WEED TECHNOLOGY, 2006, 20 (02) : 422 - 429
  • [40] SOME THOUGHTS ON A RISK-FREE SOCIETY
    BURKE, RE
    [J]. AMERICAN DYESTUFF REPORTER, 1981, 70 (07): : 27 - 29
12345