An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 8 (1973)
Issue (Month): 04 (September)
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- Drynan, Ross G., 1986. "A Note On Optimal Rules For Stochastic Efficiency Analysis," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 30(01), April.
- Li, Xiaoming, 2008. "Demand evolution in stochastic inventory systems: Riskiness increase," International Journal of Production Economics, Elsevier, vol. 116(2), pages 182-189, December.
- Peter Calkins, 2009. "Sufficiency Economy Matrices: Multi-Period Optimization for Local Development Planners," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 305-332, July.
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