Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation
This paper presents the results of several empirical studies of the similarities and differences between mean-variance and stochastic dominance efficiency.
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| Veröffentlicht in: | The American economic review 1972-06, Vol.62 (3), p.438-446 |
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| container_end_page | 446 |
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| container_issue | 3 |
| container_start_page | 438 |
| container_title | The American economic review |
| container_volume | 62 |
| creator | Porter, R. Burr Gaumnitz, Jack E. |
| description | This paper presents the results of several empirical studies of the similarities and differences between mean-variance and stochastic dominance efficiency. |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0002-8282 |
| ispartof | The American economic review, 1972-06, Vol.62 (3), p.438-446 |
| issn | 0002-8282 1944-7981 |
| language | eng |
| recordid | cdi_proquest_journals_869908967 |
| source | Business Source Complete; Periodicals Index Online; JSTOR Archive Collection A-Z Listing |
| subjects | Common stock Communications Economic efficiency Economic theory Efficiency metrics Financial portfolios Investors Portfolio diversification Probability distributions Risk aversion Security portfolios Statistical variance Stochastic models Studies |
| title | Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation |
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