Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 62 (1972)
Issue (Month): 3 (June)
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- Fathi Abid & Pui Lam Leung & Mourad Mroua & Wing Keung Wong, 2014. "International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 7(2), pages 45-66, May.
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