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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Gil-Alaña, Luis A."
~person:"Post, Thierry"
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Gil-Alaña, Luis A.
Post, Thierry
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Journal of financial and quantitative analysis : JFQA
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A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
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