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Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance · Study

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ArticleEmpirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance

Hassan Tehranian1980

Article1980

Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance

Hassan Tehranian

42 citations·0/0 files stored·The Journal of Finance

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1952PORTFOLIO SELECTION*1965The Behavior of Stock-Market Prices 1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk 1979Approximating Expected Utility by a Function of Mean and Variance

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Year1980

Typearticle

Published1980-03-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations42

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1111/j.1540-6261.1980.tb03478.x

openalex_workW2014831308

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