Portfolio selection using stochastic dominance criteria

Decision Sciences

Volumn 29, Issue 4, 1998, Pages 785-801

  McNamara, John R ^a  

^a LEHIGH UNIVERSITY   (United States)

Author keywords

Linear programming; Portfolio selection; Stochastic dominance

Indexed keywords

EID: 0032148250     PISSN: 00117315     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-5915.1998.tb00877.x     Document Type: Article

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