EFFICIENT ALGORITHM TO DETERMINE STOCHASTIC-DOMINANCE ADMISSIBLE-SETS

[1] Aho A. V., 1974, DESIGN ANAL COMPUTER, V1st

[2] Bawa V. S., 1975, J FINANC ECON, V2, P95, DOI DOI 10.1016/0304-405X(75)90025-2

[3] CAPITAL-MARKET EQUILIBRIUM IN A MEAN-LOWER PARTIAL MOMENT FRAMEWORK [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 189 - 200

[4] SAFETY-1ST, STOCHASTIC DOMINANCE, AND OPTIMAL PORTFOLIO CHOICE [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (02) : 255 - 271

[5] BAWA VS, 1980, RES FINANCE, V2

[6] BAWA VS, 1976, 66 BELL LAB EC DISC

[7] BENTLY J, UNPUBLISHED

[8] ELLINGSON EG, 1975, PREPARED TESTIMONY E

[9] RELATIVE EFFECTIVENESS OF EFFICIENCY CRITERIA FOR PORTFOLIO SELECTION [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1970, 5 (01) : 63 - 76

[10] ALTERNATIVE EFFICIENCY CRITERIA - EMPIRICAL ANALYSIS [J]. JOURNAL OF FINANCE, 1970, 25 (05) : 1153 - 1158

[1] Aho A. V., 1974, DESIGN ANAL COMPUTER, V1st

[2] Bawa V. S., 1975, J FINANC ECON, V2, P95, DOI DOI 10.1016/0304-405X(75)90025-2

[3] CAPITAL-MARKET EQUILIBRIUM IN A MEAN-LOWER PARTIAL MOMENT FRAMEWORK [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 189 - 200

[4] SAFETY-1ST, STOCHASTIC DOMINANCE, AND OPTIMAL PORTFOLIO CHOICE [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (02) : 255 - 271

[5] BAWA VS, 1980, RES FINANCE, V2

[6] BAWA VS, 1976, 66 BELL LAB EC DISC

[7] BENTLY J, UNPUBLISHED

[8] ELLINGSON EG, 1975, PREPARED TESTIMONY E

[9] RELATIVE EFFECTIVENESS OF EFFICIENCY CRITERIA FOR PORTFOLIO SELECTION [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1970, 5 (01) : 63 - 76

[10] ALTERNATIVE EFFICIENCY CRITERIA - EMPIRICAL ANALYSIS [J]. JOURNAL OF FINANCE, 1970, 25 (05) : 1153 - 1158