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：

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

[11]

Markowitz H., 1971, PORTFOLIO SELECTION

[12] PORTFOLIO SELECTION [J].

Markowitz, Harry .

[13]

PORTER RB, AM ECONOMIC REVIEW

[14]

PORTER RB, 1971, OCT NAT M FIN MAN AS

[15]

PORTER RB, 1971, THESIS PURDUE U

[16] ADMISSIBILITY AND MEASURABLE UTILITY-FUNCTIONS [J].

QUIRK, JP ;

SAPOSNIK, R .

[17]

SHARPE WF, 1963, MANAGEMENT SCIENCE, V9

[18]

WHITMORE GA, 1970, AM ECON REV, V60, P457