Bawa, Vijay S.; Lindenberg, Eric B.; Rafsky, Lawrence C. - In: Management Science 25 (1979) 7, pp. 609-622
develop an algorithm that should remedy this situation. It exploits recent theoretical results from the Stochastic Dominance … the fastest code currently available, an implementation of our algorithm significantly reduces the computational time … required to solve a problem of considerable size. These results indicate that, as a management tool, this algorithm can be …