Thierry Post

发表的论文9 篇，按出版时间

1. 1
   Tractable conditions for stochastic arbitrage in index options: Theory and evidenceEuropean Journal of Operational Research20260
2. 2
   Portfolio optimization with decreasing absolute risk aversion stochastic dominance constraintsEuropean Journal of Operational Research20260
3. 3
   Generalized Stochastic Arbitrage OpportunitiesManagement Science20238
4. 4
   Stochastic Bounds for Reference Sets in Portfolio AnalysisManagement Science202128
5. 5
   Risk Arbitrage Opportunities for Stock Index OptionsOperations Research202020
6. 6
   Higher-degree stochastic dominance optimality and efficiencyEuropean Journal of Operational Research201738
7. 7
   Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical LikelihoodManagement Science201650
8. 8
   Portfolio Choice Based on Third-Degree Stochastic DominanceManagement Science201694
9. 9
   Standard Stochastic DominanceEuropean Journal of Operational Research201513