Multivariate tests for stochastic dominance efficiency of a given portfolio.

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	489-516
Journal	Journal of Financial and Quantitative Analysis
Volume	42
Issue number	2
Publication status	Published - 1 Jun 2007

Keywords

@article{70f336b6b90246e5b154fd1d74932ef0,

title = "Multivariate tests for stochastic dominance efficiency of a given portfolio.",

keywords = "BUSINESS, FINANCE, ECONOMICS",

author = "T. Post and P. Versijp",

year = "2007",

month = jun,

day = "1",

language = "English",

volume = "42",

pages = "489--516",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "2",

}