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Stochastic Dominance among Log-Normal Prospects
International Economic Review, 1973THE MEAN-VARIANCE EFFICIENCY ANALYSIS introduced by Markowitz [16] and Tobin [24] is a valid decision rule either for the case in which the utility function is quadratic or if the returns are normally distributed and risk-aversion is assumed.2 The notion of stochastic dominance has recently been developed by Quirk and Saposnik [18], Hadar and Russell ...
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