Marginal Conditional Stochastic Dominance

DOI10.1287/mnsc.40.5.670zbMath0807.90010OpenAlexW1986932147MaRDI QIDQ4302666

Shlomo Yitzhaki, Haim Shalit

Publication date: 21 August 1994

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.40.5.670

zbMATH Keywords

portfoliostocksmarket efficiencyportfolio diversificationconcentration curvesmarginal conditional stochastic dominanceMCSD

Mathematics Subject Classification ID

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