Browsing Economic and Management Sciences by Subject "Stochastic dominance"

Browsing Economic and Management Sciences by Subject "Stochastic dominance"

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  • Is wine a good choice for investment? 
    Bouri, Elie; Gupta, Rangan; Wong, Wing-Keung; Zhu, Zhenzhen (Elsevier, 2018-10)
    We extend our understanding on the role of wine investment within a portfolio of different assets (US/UK equities, bonds, gold, and housing) by considering a rich methodology based, among others, on the mean-variance and ...
  • Life cycle versus balanced funds : an emerging market perspective 
    Louw, Elbie; Van Schalkwyk, Cornelis Hendrik; Reyers, Michelle (University of Pretoria, Department of Economics, 2017-08-25)
    BACKGROUND : Inadequate retirement savings is an international challenge. Additionally, individuals are not cognisant of how asset allocation choices ultimately impact retirement savings. Life cycle and balanced funds ...