Maximum probability dominance and portfolio theory
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF00939924.pdf
Reference15 articles.
1. Wrather C., andYu, P. L.,Probability Dominance in Random Outcomes, Journal of Optimization Theory and Applications, Vol. 36, pp. 315?334, 1982.
2. Bawa, V. S.,Admissible Portfolios for All Individuals, Journal of Finance, Vol. 31, pp. 1169?1183, 1976.
3. Sengupta, J. K.,Optimality Criteria for Comparing Efficient Portfolios, International Journal of Systems Science, Vol. 18, pp. 2337?2347, 1987.
4. Bawa, V. S.,Safety First, Stochastic Dominance, and Optimal Portfolio Choice, Journal of Financial and Quantitative Analysis, Vol. 13, pp. 255?271, 1978.
5. Sengupta, J. K.,Stochastic Optimization and Economic Models, D. Reidel Publishing, Amsterdam, Holland, 1986.
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