Characterizing Efficient Portfolios
Author:
Publisher
Elsevier BV
Reference15 articles.
1. On Determination of Stochastic Dominance Optimal Sets;Vijay S Bawa;Journal of Finance,1985
2. Normally Distributed Admissible Choices are Optimal
3. An Asset Allocation Puzzle;Niko Canner;American Economic Review,1997
4. Can the Gains from International Diversification Be Achieved without Trading Abroad?;Vihang Errunza;Journal of Finance,1999
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5. How Does Beta Explain Stochastic Dominance Efficiency?;SSRN Electronic Journal;2009
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