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Publications by Abhay Abhyankar

Value Versus Growth: Stochastic Dominance Criteria

Quantitative Finance

English

Portfolio Efficiency and Discount Factor Bounds With Conditioning Information: A Unified Approach

SSRN Electronic Journal

English

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On Bounded Dominance Criteria

Mathematical Social Sciences

Political Science

Social Sciences

English

Testing for Restricted Stochastic Dominance

SSRN Electronic Journal

English

Quantile Forecast Combination Using Stochastic Dominance

Empirical Economics

Social Sciences

English

Portfolio Optimization With Stochastic Dominance Constraints

Journal of Banking and Finance

English

Stochastic Dominance and Absolute Risk Aversion

Social Choice and Welfare

Social Sciences

English

Value Versus Growth: Time-Varying Expected Stock Returns

Financial Management

English

Stochastic Dominance: Convexity and Some Efficiency Tests

International Journal of Theoretical and Applied Finance

English

How Does Beta Explain Stochastic Dominance Efficiency?

Review of Quantitative Finance and Accounting

English

Stochastic Dominance and Index Fund Investment Decision

English