Is there a target portfolio suitable for all investors?

Research output: Contribution to journalArticlepeer-review


The concept of second-order stochastic dominance (SSD) can help researchers and fund managers establish a lower bound on portfolio performance that any risk-averse investor would prefer (or at least be indifferent) to a benchmark portfolio
Original languageEnglish
Pages (from-to)16-19
Number of pages4
JournalBanking, Finance, Markets
Issue number6
Publication statusPublished - Aug 2011


  • Portfolio choice
  • Second-order stochastic dominance


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