PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.1996.tb00116.x/fullpdf
Reference32 articles.
1. Asset Proportions in Optimal Portfolios
2. The Effects of Shifts in a Return Distribution on Optimal Portfolios
3. Stochastic Dominance Rules for Multi-attribute Utility Functions
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