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1.
Safety-first, stochastic dominance, and optimal portfolio choice by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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2.
Abstract: capital market equilibrium in a mean-lower partial moment framework by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1977
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3.
Abstract: the effect of limited information and estimation risk on optimal portfolio diversification by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1977
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4.
Abstract-the effect of estimation risk on optimal portfolio choice under uncertainty by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1975
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5.
Admissible portfolio selection by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1976
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6.
Simple rules for optimal portfolio selection in stable paretian markets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1979
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7.
On determination of stochastic dominance optimal sets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1985
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