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An empirical comparison of stochastic dominance and mean-variance portfolio choice criteria
Porter, R. Burr - In: Journal of financial and quantitative analysis : JFQA 8 (1973) 4, pp. 587-608
Persistent link: https://www.econbiz.de/10002670302
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Flotation costs and the weighted average cost of capital
Ezzell, John R.; Porter, R. Burr - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 3, pp. 403-413
Persistent link: https://www.econbiz.de/10002165327
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The development of a mean-semivariance approach to capital budgeting
Porter, R. Burr; Bey, Roger P.; Lewis, David C. - In: Journal of financial and quantitative analysis : JFQA 10 (1975) 4, pp. 639-649
Persistent link: https://www.econbiz.de/10002670277
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Efficient algorithms for conducting stochastic dominance tests on large numbers of portfolios
Porter, R. Burr; Wart, James R.; Ferguson, Donald L. - In: Journal of financial and quantitative analysis : JFQA 8 (1973) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10002670294
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Stochastic dominance and mutual fund performance
Joy, O. Maurice; Porter, R. Burr - In: Journal of financial and quantitative analysis : JFQA 9 (1974) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10002041845