10-084/2 - Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements

  • Author
    Andrey Lizyayev, Erasmus University Rotterdam
  • Publication date
    August 30, 2010
  • Keywords
    Stochastic Dominance, Efficient Portfolios, Diversification, Algorithms
  • JEL
    G11, G15
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