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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply

R. Burr Porter; Roger C. Pfaffenberger

Journal of Financial and Quantitative Analysis 1975 10(1), 181

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

On the Estimation Risk in First-Order Stochastic Dominance: A Note

William Stein; Roger Pfaffenberger; P. C. Kumar

Journal of Financial and Quantitative Analysis 1983 18(4), 471

William Stein, Roger Pfaffenberger, P. C. Kumar, On the Estimation Risk in First-Order Stochastic Dominance: A Note, The Journal of Financial and Quantitative Analysis, Vol. 18, No. 4 (Dec., 1983), pp. 471-476

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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply

On the Estimation Risk in First-Order Stochastic Dominance: A Note