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q-fin.PM2024
New approximate stochastic dominance approaches for Enhanced Indexation models
Francesco Cesarone, Justo Puerto
In this paper, we discuss portfolio selection strategies for Enhanced Indexation (EI), which are based on stochastic dominance relations. The goal is to select portfolios that stoc…
q-fin.PM2023
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach
Francesco Cesarone, Massimiliano Corradini, Lorenzo Lampariello +1
We focus on a behavioral model, that has been recently proposed in the literature, whose rational can be traced back to the Half-Full/Half-Empty glass metaphor. More precisely, we…