Work

Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply

Year: 1975

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330327

Authors: R. Burr Porter, Roger C. Pfaffenberger

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2108796869

FWCI: 5.301

Cites:

Cited by: 77

Related to: 10