A note on portfolio selection and stochastic dominance
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References listed on IDEAS
- Whitmore, G A, 1970. "Third-Degree Stochastic Dominance," American Economic Review, American Economic Association, vol. 60(3), pages 457-459, June.
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More about this item
KeywordsPortfolio; Stochastic dominance; Third-order stochastic dominance; Nth-order stochastic dominance;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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