Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance
1991; Wiley; Volume: 11; Issue: 3 Linguagem: Inglês
10.1002/fut.3990110302
ISSN1096-9934
AutoresDaniel Fischmar, Carl C. Peters,
Tópico(s)Risk and Portfolio Optimization
ResumoJournal of Futures MarketsVolume 11, Issue 3 p. 259-270 Article Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance Daniel Fischmar, Daniel Fischmar Daniel Fischmar is a Professor in the Department of Business and Economics at Westminster College, New Wilmington, Pennsylvania.Search for more papers by this authorCarl Peters, Carl Peters Carl Peters is Executive Vice President and Director of A.O. Management in Pittsburgh.Search for more papers by this author Daniel Fischmar, Daniel Fischmar Daniel Fischmar is a Professor in the Department of Business and Economics at Westminster College, New Wilmington, Pennsylvania.Search for more papers by this authorCarl Peters, Carl Peters Carl Peters is Executive Vice President and Director of A.O. Management in Pittsburgh.Search for more papers by this author First published: June 1991 https://doi.org/10.1002/fut.3990110302Citations: 8 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume11, Issue3June 1991Pages 259-270 RelatedInformation
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