Journal of Financial and Quantitative Analysis · 1975 · 79 citations · 0 references
BusinessEconomicsFinanceFinancial EconomicsPortfolio ManagementQuantitative FinanceAsset AllocationPortfolio AnalyticsPortfolio SelectionPortfolio TheoryStochastic DominanceHigher-moment Portfolio TheoryMarkowitz Portfolio TheoryPortfolio Choice TheoryPortfolio Selection TheoryPortfolio Selection Under Stochastic DominanceSecond-order Stochastic DominanceStochastic Dominance AnalysisStochastic Dominance Tests
R. Burr Porter, Roger C. Pfaffenberger, Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply, The Journal of Financial and Quantitative Analysis, Vol. 10, No. 1 (Mar., 1975), pp. 181-185