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- W2108796869 abstract "Recent theoretical and empirical work in portfolio theory has exhibited a natural evolution from the two-moment EV model popularized by Markowitz through the higher moment models to selection on the basis of the entire probability function. This latter approach, referred to as the Stochastic Dominance (SD) approach to portfolio selection, has been shown to be theoretically superior to all of the “moment methods†and has been the focus of an increasing volume of empirical work." @default.
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- W2108796869 date "1975-03-01" @default.
- W2108796869 modified "2023-09-23" @default.
- W2108796869 title "Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply" @default.
- W2108796869 doi "https://doi.org/10.2307/2330327" @default.
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