A portfolio optimality test based on the first-order stochastic dominance criterion

Journal of Financial and Quantitative Analysis

Volumn 44, Issue 5, 2009, Pages 1103-1124

  Kopa, Miloš ^a   Post, Thierry ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b HAPO Center for Financial Research   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74949125615     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109009990251     Document Type: Article

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