Portfolio analysis of stocks, bonds and managed futures using compormise stochastic dominance
By: Daniel Fischmar and Carl Peters
Contributors: Peters, Carl; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM #208; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-208
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1990
Place of publication: New York, NY
Language: eng
Number of pages: 19
Subjects: Futures market; Mathematical models; Investments
Notes: Includes bibliographical references (p. 18-19).