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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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An evaluation of the empirical significance of optimal seeking algorithms in portfolio selection
Porter, R. Burr; Bey, Roger P. - In: The journal of finance : the journal of the American … 29 (1974) 5, pp. 1479-1490
Persistent link: https://www.econbiz.de/10002670317
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Stochastic dominance vs. mean-variance portfolio analysis : an empirical evaluation
Porter, R. Burr; Gaumnitz, Jack E. - In: The American economic review 62 (1972) 3, pp. 438-446
Persistent link: https://www.econbiz.de/10002670349
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An evaluation of capital budgeting portfolio models using simulated data
Bey, Roger P.; Porter, R. Burr - In: The engineering economist : a journal devoted to the … 23 (1977) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10001909766
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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
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Stochastic Dominance and Mutual Fund Performance
Joy, O. Maurice; Porter, R. Burr - In: Journal of Financial and Quantitative Analysis 9 (1974) 01, pp. 25-31
Persistent link: https://www.econbiz.de/10008476620
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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 11 (1976) 03, pp. 403-413
Persistent link: https://www.econbiz.de/10008476732
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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 8 (1973) 01, pp. 71-81
Persistent link: https://www.econbiz.de/10008476835
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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 10 (1975) 04, pp. 639-649
Persistent link: https://www.econbiz.de/10008476898
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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 8 (1973) 04, pp. 587-608
Persistent link: https://www.econbiz.de/10008476957