Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment
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- Timo Kuosmanen, 2004. "Efficient Diversification According to Stochastic Dominance Criteria," Management Science, INFORMS, vol. 50(10), pages 1390-1406, October.
- Shalit, Haim & Yitzhaki, Shlomo, 1985. "Evaluating the Mean-Gini Approach to Portfolio Selection," Working Papers 232632, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
- McGoun, Elton G., 1997. "Ex ungue leonem," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 1-12.
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