Portfolio selection in a two-regime world

Keyphrases

• Mean-variance Analysis 100%
• Portfolio Optimization 100%
• Return Distribution 100%
• Normality 50%
• Utility Function 50%
• Rate of Return 50%
• Stochastic Dominance 50%
• Second Degree 50%
• Distribution-free 50%
• Stochastic Dominance Rules 50%
• Mean-variance 50%
• Low Volatility 50%
• Normal Mixture 50%
• Dominance Criteria 50%
• High Volatility 50%

Mathematics

• Mean-Variance 100%
• Stochastic Dominance 66%
• Return Distribution 66%
• Utility Function 33%
• Annual Rate 33%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Volatility 100%
• Utility Function 50%