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Jean Fernand Nguema
''Stochastic dominance on optimal portfolio with one risk-less and two risky assets''
( 2005, Vol. 7 No.7 )
The paper provides restrictions on the investor's utility function which are sufficient for a dominating shift no decrease in the investment in the respective asset if there are one risk free asset and two risky assets in the portfolio. The analysis is then confined to portfolio in which the distributions of assets differ by a first-degree-stochastic dominance shift.
Keywords: financial portfolio
D8 - Information, Knowledge, and Uncertainty: General
Manuscript Received : Jul 25 2005 Manuscript Accepted : Jul 25 2005

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