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Stochastic Dominance and the Investment Horizon With Riskless Assets - MaRDI portal

Stochastic Dominance and the Investment Horizon With Riskless Assets

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Publication:3942701

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DOI10.2307/2297366zbMath0483.90013OpenAlexW2093134157MaRDI QIDQ3942701

Haim Levy, Azriel Levy

Publication date: 1982

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297366

zbMATH Keywords

stochastic dominance efficient sets of investment portfolios investment holding period

Mathematics Subject Classification ID

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