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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Escobar, Marcos"
~person:"Post, Thierry"
~person:"Taylor, Robert"
~subject:"Experiment"
~subject:"Konjunktur"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
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