Multivariate tests for stochastic dominance efficiency of a given portfolio.
Research output: Contribution to journal › Article › peer-review
Keywords
- BUSINESS, FINANCE, ECONOMICS
| 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 |