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

R. Burr Porter · Roger C. Pfaffenberger

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

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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

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1975Optimal rules for ordering uncertain prospects 1991Optimal algorithms and lower partial moment: ex post results 1992The characteristics of portfolios selected by n-degree Lower Partial Moment 2001Improving Portfolio Performance with Option Strategies: Evidence from Switzerland 2017Higher-degree stochastic dominance optimality and efficiency 1984Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation 1975The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria 1984The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance

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