Mean-variance vs. stochastic dominance some empirical findings on efficient sets

B-Tier

Journal: Journal of Banking & Finance

Year: 1977

Volume: 1

Issue: 1

Pages: 95-102

Authors (2)

Aharony, Joseph (not in RePEc) Loeb, Martin (University of Maryland)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count