SAFETY-1ST, STOCHASTIC DOMINANCE, AND OPTIMAL PORTFOLIO CHOICE

[1] E, SL PORTFOLIO SELECTION MODEL [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (05) : 849 - 857

[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] ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1169 - 1183

[5] BAWA VS, ESTIMATION RISK OPTI

[6] Fishburn P.C., 1964, DECISION VALUE THEOR

[7] STOCHASTIC DOMINANCE AND DIVERSIFICATION [J]. JOURNAL OF ECONOMIC THEORY, 1971, 3 (03) : 288 - 305

[8] HADAR J, 1969, AM ECON REV, V59, P25

[9] SIMPLIFYING CHOICE BETWEEN UNCERTAIN PROSPECTS WHERE PREFERENCE IS NONLINEAR [J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1974, 20 (07): : 1047 - 1072

[10] EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J]. REVIEW OF ECONOMIC STUDIES, 1969, 36 (03) : 335 - 346

[1] E, SL PORTFOLIO SELECTION MODEL [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (05) : 849 - 857

[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] ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1169 - 1183

[5] BAWA VS, ESTIMATION RISK OPTI

[6] Fishburn P.C., 1964, DECISION VALUE THEOR

[7] STOCHASTIC DOMINANCE AND DIVERSIFICATION [J]. JOURNAL OF ECONOMIC THEORY, 1971, 3 (03) : 288 - 305

[8] HADAR J, 1969, AM ECON REV, V59, P25

[9] SIMPLIFYING CHOICE BETWEEN UNCERTAIN PROSPECTS WHERE PREFERENCE IS NONLINEAR [J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1974, 20 (07): : 1047 - 1072

[10] EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J]. REVIEW OF ECONOMIC STUDIES, 1969, 36 (03) : 335 - 346