Stochastic dominance, efficiency and separation in financial markets

DOI10.1016/0022-0531(83)90115-1zbMath0523.90019OpenAlexW2018545614MaRDI QIDQ1056657

Vijay S. Bawa, Daniel L. Goroff

Publication date: 1983

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(83)90115-1

zbMATH Keywords

separationdistributional approachmean-variance portfolio selection rule

Mathematics Subject Classification ID

Cites Work

• Mutual fund separation in financial theory - the separating distributions
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

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