18 results on '"Porter, R. Burr"'
Search Results
2. The Development of a Mean-Semivariance Approach to Capital Budgeting
3. Flotation Costs and the Weighted Average Cost of Capital
4. Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply
5. Stochastic Dominance and Mutual Fund Performance
6. An Evaluation of the Empirical Significance of Optimal Seeking Algorithms in Portfolio Selection
7. Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
8. Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation
9. An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria
10. Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios
11. Correct Specification of the Cost of Capital and Net Present Value
12. Application of Stochastic Dominance Principles to the Problem of Asset Selection Under Risk
13. Methodology in Finance--Investments James L. Bicksler
14. STOCHASTIC DOMINANCE AS A RISK ANALYSIS CRITERION.
15. An Evaluation of Capital Budgeting Portfolio Models Using Simulated Data.
16. Risk, Return, and Equilibrium: A General Single-Period Theory of Asset Selection and Capital-Market Equilibrium Bernell Kenneth Stone
17. Business Finance and Investments.
18. A comparison of stochastic dominance and stochastic programming
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.