EFFECTIVE ALGORITHM FOR ESTIMATING STOCHASTIC DOMINANCE EFFICIENT SETS

被引：6

作者：

KEARNS, RB

BURGESS, RC

机构：

[1] Union Electric Company, Washington University, St. Louis, Missouri

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1979年 / 14卷 / 03期

关键词：

D O I：

10.2307/2330187

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：547 / 552

页数：6

相关论文

共 2 条

[1] EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J].

HANOCH, G ;

LEVY, H .

REVIEW OF ECONOMIC STUDIES, 1969, 36 (03) :335-346

[2] EFFICIENT ALGORITHMS FOR CONDUCTING STOCHASTIC DOMINANCE TESTS ON LARGE NUMBERS OF PORTFOLIOS [J].

PORTER, RB ;

WART, JR ;

FERGUSON, DL .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1973, 8 (01) :71-81