APPLICATION OF STOCHASTIC DOMINANCE PRINCIPLES TO THE PROBLEM OF ASSET SELECTION UNDER RISK* R. Burr Porter Journal of Finance 1972 27(5), 1177-1178
Application of Stochastic Dominance Principles to the Problem of Asset Selection Under Risk R. Burr Porter Journal of Finance 1972 27(5), 1177
An Evaluation of the Empirical Significance of Optimal Seeking Algorithms in Portfolio Selection R. Burr Porter; Roger P. Bey Journal of Finance 1974 29(5), 1479
Methodology in Finance--Investments. R. Burr Porter; James L. Bicksler Journal of Finance 1973 28(4), 1059