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Optimal Portfolios with One Sa...
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Fishburn, Peter C.
315
Brams, Steven J.
42
Gehrlein, William V.
24
Porter, R. Burr
22
LaValle, Irving H.
21
Roberts, Fred S.
5
Bell, David E.
4
Bey, Roger P.
4
Dyer, James S.
4
Lavalle, Irving H.
4
Sarin, Rakesh K.
4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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C.V. Starr Center for Applied Economics, Department of Economics
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Journal of Economic Theory
22
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21
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19
Journal of risk and uncertainty : JRU
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Social choice and welfare
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
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15
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13
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12
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10
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8
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7
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Stochastic dominance : an approach to decision-making under risk
2
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ECONIS (ZBW)
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OLC EcoSci
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USB Cologne (EcoSocSci)
10
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1
Optimal portfolios with one safe and one risky asset : effects of changes in rate of return and risk
Fishburn, Peter C.
;
Porter, R. Burr
- In:
Management science : journal of the Institute for …
22
(
1976
)
10
,
pp. 1064-1073
Persistent link: https://www.econbiz.de/10002156541
Saved in:
2
Application of stochastic dominance principles to the problem of asset selection under risk
Porter, R. Burr
-
1970
Persistent link: https://www.econbiz.de/10002670260
Saved in:
3
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
Saved in:
4
Portfolio applications : empirical studies
Porter, R. Burr
- In:
Stochastic dominance : an approach to decision-making …
,
(pp. 117-161)
.
1978
Persistent link: https://www.econbiz.de/10002670325
Saved in:
5
Semivariance and stochastic dominance : a comparison
Porter, R. Burr
- In:
The American economic review
64
(
1974
)
1
,
pp. 200-204
Persistent link: https://www.econbiz.de/10002670336
Saved in:
6
Efficient algorithms for conducting stochastic dominance tests on large numbers of portfolios
Porter, R. Burr
;
Wart, James R.
;
Ferguson, Donald L.
-
1971
Persistent link: https://www.econbiz.de/10003546176
Saved in:
7
A comparison of stochastic dominance and stochastic programming as corporate financial decision models under uncertainty
Porter, R. Burr
-
1972
Persistent link: https://www.econbiz.de/10003653351
Saved in:
8
A comprehensive empirical comparison of stochastic dominance and mean-variance portfolio models
Porter, R. Burr
-
1971
Persistent link: https://www.econbiz.de/10003653353
Saved in:
9
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
Saved in:
10
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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