Philippatos, George C.; Gressis, Nicolas - In: Management Science 21 (1975) 6, pp. 617-625
Conditions of equivalence are established among the following portfolio selection criteria: (1) Mean-Variance (E-V), (2) Second-Degree Stochastic Dominance (SSD), and (3) Mean-Entropy (E-H), for portfolios whose returns are characterized by-Uniform, Normal, and Lognormal probability...