Journal of Financial and Quantitative Analysis Vol. 14 No. 5 1979
Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm
Abstract
Roger P. Bey, Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm, The Journal of Financial and Quantitative Analysis, Vol. 14, No. 5 (Dec., 1979), pp. 1059-1070
- DOI
- 10.2307/2330307
- Volume
- 14
- Issue
- 5
- Pages
- 1059
- Sources
- crossref openalex