EFFICIENT ALGORITHMS FOR CONDUCTING STOCHASTIC DOMINANCE TESTS ON LARGE NUMBERS OF PORTFOLIOS

被引：47

作者：

PORTER, RB

WART, JR

FERGUSON, DL

机构：

[1] PENN STATE UNIV, UNIVERSITY PK, PA 16802 USA

[2] UNIV KANSAS, LAWRENCE, KS 66044 USA

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1973年 / 8卷 / 01期

关键词：

D O I：

10.2307/2329749

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：71 / 81

页数：11

共 18 条

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[6]

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[7]

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[8] ESTIMATION RISK IN PORTFOLIO SELECTION MODEL [J].

KALYMON, BA .

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[9] RELATIVE EFFECTIVENESS OF EFFICIENCY CRITERIA FOR PORTFOLIO SELECTION [J].

LEVY, H ;

HANOCH, G .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1970, 5 (01) :63-76

[10]

Levy R., 1971, FINANCIAL ANAL J, V27, P55

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