1

Mean-Variance Versus Direct Utility Maximization

Year:
1984
Language:
english
File:
PDF, 334 KB
english, 1984
2

Sample vs. Population Mean-Variance Efficient Portfolios

Year:
1980
Language:
english
File:
PDF, 969 KB
english, 1980
3

Stochastic Dominance: A Note

Year:
1982
Language:
english
File:
PDF, 224 KB
english, 1982
4

A Parametric Approach to Stochastic Dominance: The Lognormal Case

Year:
1986
Language:
english
File:
PDF, 792 KB
english, 1986
6

Further Tests of the Separation Theorem and the Capital Asset Pricing Model

Year:
1992
Language:
english
File:
PDF, 242 KB
english, 1992
7

Investment Decision Rules, Diversification, and the Investors's Initial Wealth

Year:
1978
Language:
english
File:
PDF, 211 KB
english, 1978
9

Stochastic Dominance with Riskless Assets

Year:
1976
Language:
english
File:
PDF, 1.91 MB
english, 1976
10

Ordering Uncertain Options with Borrowing and Lending

Year:
1978
Language:
english
File:
PDF, 598 KB
english, 1978