Jokung Octave

Octave Jokung

Information about the author Octave Jokung will soon be added to the site.
Found 4 papers in total
Changes in multiplicative background risk and risk‐taking behavior
Changes in multiplicative background risk and risk‐taking behavior
2013
This article analyzes the conditions under which any change in a multiplicative...
Making inefficient market indices efficient
Making inefficient market indices efficient
2011
This paper uses the concept of Marginal Conditional Stochastic Dominance and a...
Mean–variance–skewness portfolio performance gauging: a general shortage function and dual approach
Mean–variance–skewness portfolio performance gauging: a general shortage function and dual approach
2007
This paper proposes a nonparametric efficiency measurement approach for the static...
A note on asset proportions, stochastic dominance, and the 50% rule
A note on asset proportions, stochastic dominance, and the 50% rule
1999
In this note we analyze the composition of an optimal portfolio by considering the...
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