Thierry Post, Valerio Potì. Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. Management Science, 63(1):153-165, 2017. [doi]
@article{PostP17,
title = {Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood},
author = {Thierry Post and Valerio Potì},
year = {2017},
doi = {10.1287/mnsc.2015.2325},
url = {http://dx.doi.org/10.1287/mnsc.2015.2325},
researchr = {https://researchr.org/publication/PostP17},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {63},
number = {1},
pages = {153-165},
}