Multivariate tests for stochastic dominance efficiency of a given portfolio.
Research output: Contribution to journal › Article › peer-review
Standard Standard
Multivariate tests for stochastic dominance efficiency of a given portfolio. / Post, T.; Versijp, P.
In: Journal of Financial and Quantitative Analysis, Vol. 42, No. 2, 01.06.2007, p. 489-516.
In: Journal of Financial and Quantitative Analysis, Vol. 42, No. 2, 01.06.2007, p. 489-516.
Research output: Contribution to journal › Article › peer-review
HarvardHarvard
Post, T & Versijp, P 2007, 'Multivariate tests for stochastic dominance efficiency of a given portfolio.', Journal of Financial and Quantitative Analysis, vol. 42, no. 2, pp. 489-516.
APA
Post, T., & Versijp, P. (2007). Multivariate tests for stochastic dominance efficiency of a given portfolio. Journal of Financial and Quantitative Analysis, 42(2), 489-516.
CBE
Post T, Versijp P. 2007. Multivariate tests for stochastic dominance efficiency of a given portfolio. Journal of Financial and Quantitative Analysis. 42(2):489-516.
MLA
Post, T. and P. Versijp. "Multivariate tests for stochastic dominance efficiency of a given portfolio.". Journal of Financial and Quantitative Analysis. 2007, 42(2). 489-516.
VancouverVancouver
Post T, Versijp P. Multivariate tests for stochastic dominance efficiency of a given portfolio. Journal of Financial and Quantitative Analysis. 2007 Jun 1;42(2):489-516.
Author
RIS
TY - JOUR
T1 - Multivariate tests for stochastic dominance efficiency of a given portfolio.
AU - Post, T.
AU - Versijp, P.
PY - 2007/6/1
Y1 - 2007/6/1
KW - BUSINESS
KW - FINANCE
KW - ECONOMICS
M3 - Article
VL - 42
SP - 489
EP - 516
JO - Journal of Financial and Quantitative Analysis
JF - Journal of Financial and Quantitative Analysis
SN - 0022-1090
IS - 2
ER -